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ZKB Call Warrant auf
Spotify Technology S.A.

ISIN: CH1305143757 Security: 130514375 Symbol: SPO7BZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change +22.22% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -64.29%
Year to date (YTD) n.a.
1 month -77.08%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue268.40
Premium0.17%
Premium p.a.1.48%
Leverage17.50
Implied volatility0.36

Reference data

ISIN CH1305143757
Symbol SPO7BZ
Security 130514375
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Spotify Tech Rg, LU1778762911
Underlying ISIN LU1778762911
Strike 350.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 08.03.2024

Key figures

Premium 17.00%
Premium p.a. 147.70%
Leverage 136.69
Implied volatility 35.60%
Moneyness out-of-the-money
Leverage 17.5013
Delta 0.1280
Gamma 0.0002
Theta -0.0022
Rho 0.0009
Vega 0.0048
Fair value 0.05
Intrinsic value n.a.
Break-even 352.20
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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