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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305149127 Security: 130514912 Symbol: SX5GZZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date04.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -88.46%
Year to date (YTD) n.a.
1 month -86.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue5'055.46
Premium0.02%
Premium p.a.0.61%
Leverage152.58
Implied volatility0.08

Reference data

ISIN CH1305149127
Symbol SX5GZZ
Security 130514912
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 5'200.00
C/P type call
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 2.01%
Premium p.a. 61.09%
Leverage 1'669.19
Implied volatility 7.82%
Moneyness out-of-the-money
Leverage 152.5797
Delta 0.0914
Gamma 0.0000
Theta -0.0028
Rho 0.0007
Vega 0.0075
Fair value 0.02
Intrinsic value n.a.
Break-even 5'203.06
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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