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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305142023 Security: 130514202 Symbol: SX5PNZ Life cycle
redeemed

Bid Price 0.28

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.28 0.30
Volume 200'000.00 200'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.30
Change -16.67% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 12:05

Life cycle

Fixing17.05.2024
Settlement date11.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +7.41%
Year to date (YTD) n.a.
1 month +57.89%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue4'903.05
Premium0.00%
Premium p.a.0.05%
Leverage71.12
Implied volatility0.07

Reference data

ISIN CH1305142023
Symbol SX5PNZ
Security 130514202
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'000.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 04.03.2024

Key figures

Premium 0.13%
Premium p.a. 4.66%
Leverage 85.89
Implied volatility 6.83%
Moneyness in-the-money
Leverage 71.1226
Delta 0.8281
Gamma 0.0001
Theta -0.0074
Rho 0.0056
Vega 0.0105
Fair value 0.03
Intrinsic value n.a.
Break-even 5'058.83
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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