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ZKB Put Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1305135431 Security: 130513543 Symbol: FREZGZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 21.05.2024 01:06:25

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 21.05.24 13:06 21.05.24 13:06

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -35.71%
Year to date (YTD) n.a.
1 month -38.46%
3 months -46.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue26.24
Premium0.12%
Premium p.a.0.19%
Leverage5.02
Implied volatility0.33

Reference data

ISIN CH1305135431
Symbol FREZGZ
Security 130513543
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 26.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 11.92%
Premium p.a. 18.91%
Leverage 15.07
Implied volatility 32.77%
Moneyness out-of-the-money
Leverage 5.0206
Delta -0.3331
Gamma 0.0026
Theta -0.0002
Rho -0.0034
Vega 0.0039
Fair value 0.09
Intrinsic value n.a.
Break-even 24.18
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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