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ZKB Call Warrant auf
Redcare Pharmacy NV

ISIN: CH1305134590 Security: 130513459 Symbol: RDCYPZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 01:07:21

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 13:07 15.05.24 13:03

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -66.67%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.03
Underlying price on issue130.15
Premium0.45%
Premium p.a.3.74%
Leverage7.21
Implied volatility0.87

Reference data

ISIN CH1305134590
Symbol RDCYPZ
Security 130513459
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Redcare Pharmacy N, NL0012044747
Underlying ISIN NL0012044747
Strike 170.00
C/P type call
Subscription ratio 250.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 250
Value day 31.01.2024

Key figures

Premium 45.12%
Premium p.a. 374.31%
Leverage 46.61
Implied volatility 87.06%
Moneyness out-of-the-money
Leverage 7.2138
Delta 0.1548
Gamma 0.0000
Theta -0.0004
Rho 0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 172.55
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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