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ZKB Put Warrant auf
Evotec SE

ISIN: CH1305135506 Security: 130513550 Symbol: EVTECZ 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) 15.05.2024 05:15:00

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 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.095
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 +50.00%
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 price0.06
Underlying price on issue14.24
Premium0.10%
Premium p.a.0.16%
Leverage1.30
Implied volatility0.71

Reference data

ISIN CH1305135506
Symbol EVTECZ
Security 130513550
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 14.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 31.01.2024

Key figures

Premium 10.15%
Premium p.a. 15.70%
Leverage 2.29
Implied volatility 71.19%
Moneyness in-the-money
Leverage 1.3033
Delta -0.5700
Gamma 0.0013
Theta -0.0001
Rho -0.0013
Vega 0.0006
Fair value 0.02
Intrinsic value n.a.
Break-even 9.42
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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