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ZKB Call Warrant auf
Hugo Boss AG

ISIN: CH1305143237 Security: 130514323 Symbol: BOSOTZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 03:10:25

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 15:10 21.05.24 15:10

Current data

Last price paid 0.02
Change +33.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -90.48%
Year to date (YTD) n.a.
1 month -55.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue56.06
Premium0.10%
Premium p.a.0.95%
Leverage20.12
Implied volatility0.29

Reference data

ISIN CH1305143237
Symbol BOSOTZ
Security 130514323
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hugo Boss N, DE000A1PHFF7
Underlying ISIN DE000A1PHFF7
Strike 54.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 08.03.2024

Key figures

Premium 9.85%
Premium p.a. 94.59%
Leverage 98.02
Implied volatility 28.69%
Moneyness out-of-the-money
Leverage 20.1170
Delta 0.2052
Gamma 0.0025
Theta -0.0007
Rho 0.0004
Vega 0.0018
Fair value 0.02
Intrinsic value n.a.
Break-even 54.51
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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