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ZKB Call Warrant auf
Evotec SE

ISIN: CH1305151248 Security: 130515124 Symbol: EVT7WZ 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) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.02
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.03
Underlying price on issue14.27
Premium0.53%
Premium p.a.4.54%
Leverage4.06
Implied volatility1.43

Reference data

ISIN CH1305151248
Symbol EVT7WZ
Security 130515124
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Evotec I, DE0005664809
Underlying ISIN DE0005664809
Strike 15.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 10.04.2024

Key figures

Premium 53.48%
Premium p.a. 453.96%
Leverage 13.47
Implied volatility 142.67%
Moneyness out-of-the-money
Leverage 4.0637
Delta 0.3017
Gamma 0.0014
Theta -0.0004
Rho 0.0001
Vega 0.0002
Fair value 0.02
Intrinsic value n.a.
Break-even 15.76
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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