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ZKB Call Warrant auf
Hugo Boss AG

ISIN: CH1305143245 Security: 130514324 Symbol: BOS3PZ 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 11:57:22

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 21.05.24 11:57 21.05.24 11:57

Current data

Last price paid 0.065
Change +30.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -69.05%
Year to date (YTD) n.a.
1 month -23.53%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue56.06
Premium0.24%
Premium p.a.0.38%
Leverage8.14
Implied volatility0.28

Reference data

ISIN CH1305143245
Symbol BOS3PZ
Security 130514324
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Hugo Boss N, DE000A1PHFF7
Underlying ISIN DE000A1PHFF7
Strike 60.00
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 23.96%
Premium p.a. 38.02%
Leverage 30.26
Implied volatility 28.29%
Moneyness out-of-the-money
Leverage 8.1367
Delta 0.2689
Gamma 0.0012
Theta -0.0004
Rho 0.0029
Vega 0.0051
Fair value 0.07
Intrinsic value n.a.
Break-even 61.64
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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