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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305141991 Security: 130514199 Symbol: SX5O3Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date11.03.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -95.83%
Year to date (YTD) n.a.
1 month -95.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue4'903.05
Premium0.02%
Premium p.a.0.94%
Leverage183.73
Implied volatility0.09

Reference data

ISIN CH1305141991
Symbol SX5O3Z
Security 130514199
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
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 1.81%
Premium p.a. 94.50%
Leverage 2'378.25
Implied volatility 8.77%
Moneyness out-of-the-money
Leverage 183.7282
Delta 0.0773
Gamma 0.0000
Theta -0.0033
Rho 0.0003
Vega 0.0048
Fair value 0.01
Intrinsic value n.a.
Break-even 5'002.07
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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