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ZKB Call Warrant auf
Fresenius SE & Co. KGaA

ISIN: CH1305143013 Security: 130514301 Symbol: FRE0PZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 11:37:54

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 11:37 21.05.24 11:37

Current data

Last price paid 0.055
Change -26.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -33.33%
Year to date (YTD) n.a.
1 month +22.22%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue25.58
Premium0.05%
Premium p.a.0.52%
Leverage14.73
Implied volatility0.30

Reference data

ISIN CH1305143013
Symbol FRE0PZ
Security 130514301
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Fresenius I, DE0005785604
Underlying ISIN DE0005785604
Strike 28.00
C/P type call
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 5.41%
Premium p.a. 52.00%
Leverage 33.76
Implied volatility 30.00%
Moneyness out-of-the-money
Leverage 14.7266
Delta 0.4362
Gamma 0.0075
Theta -0.0007
Rho 0.0006
Vega 0.0017
Fair value 0.04
Intrinsic value n.a.
Break-even 28.81
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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