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ZKB Put Warrant auf
EURO STOXX 50

ISIN: CH1305149309 Security: 130514930 Symbol: SX52BZ Life cycle
Secondary market

Bid Price 0.82

Ask Price 0.83

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 16.05.2024 11:25:10

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.82 0.83
Volume 75'000.00 75'000.00
Date/time 16.05.24 11:25 16.05.24 11:25

Current data

Last price paid 0.81
Change -4.71% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date04.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -30.34%
Year to date (YTD) n.a.
1 month -37.21%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.17
Underlying price on issue5'055.46
Premium0.05%
Premium p.a.0.08%
Leverage11.89
Implied volatility0.14

Reference data

ISIN CH1305149309
Symbol SX52BZ
Security 130514930
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'000.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 26.03.2024

Key figures

Premium 4.93%
Premium p.a. 7.66%
Leverage 30.59
Implied volatility 13.85%
Moneyness out-of-the-money
Leverage 11.8912
Delta -0.3888
Gamma 0.0000
Theta -0.0004
Rho -0.0688
Vega 0.0757
Fair value 0.82
Intrinsic value n.a.
Break-even 4'833.78
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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