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ZKB Put Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1305143039 Security: 130514303 Symbol: FRE88Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 21.05.24 13:06 21.05.24 13:06

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -45.45%
Year to date (YTD) n.a.
1 month -42.11%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue25.58
Premium0.17%
Premium p.a.0.27%
Leverage5.37
Implied volatility0.35

Reference data

ISIN CH1305143039
Symbol FRE88Z
Security 130514303
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 24.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.03.2024

Key figures

Premium 16.99%
Premium p.a. 26.97%
Leverage 22.60
Implied volatility 34.61%
Moneyness out-of-the-money
Leverage 5.3722
Delta -0.2377
Gamma 0.0021
Theta -0.0002
Rho -0.0024
Vega 0.0033
Fair value 0.06
Intrinsic value n.a.
Break-even 22.79
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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