ZKB/CALL/S&P 500/6000/0.0025/27.06.25 Stock

Warrant

SPX5QZ

CH1305127180

Market Closed - Swiss Exchange 11:20:00 2024-06-06 am EDT
0.33 CHF +6.45% Intraday chart for ZKB/CALL/S&P 500/6000/0.0025/27.06.25
Current month+32.00%
1 month+26.92%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart S&P 500
Chart ZKB/CALL/S&P 500/6000/0.0025/27.06.25
Date Price Change
24-06-06 0.33 +6.45%
24-06-05 0.31 +14.81%
24-06-03 0.27 +8.00%
24-05-31 0.25 -7.41%

Delayed Quote Swiss Exchange

Last update June 06, 2024 at 11:20 am EDT

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Static data

Product typeWarrants
Buy / SellCALL
Underlying S&P 500
Issuer ZKB
SPX5QZ
ISINCH1305127180
Date issued 2023-12-19
Strike 6,000 PTS
Maturity 2025-06-27 (383 Days)
Parity 400 : 1
Emission price 0.16 CHF
Emission volume N/A
Settlement règlement en espèces
Currency CHF

Technical Indicators

Highest since issue 0.4 CHF
Lowest since issue 0.11 CHF
Delta0.35x
Omega 12.37
Premium14.77x
Gearing35.84x
Moneyness 0.8930
Difference Strike 653 PTS
Difference Strike %+10.88%
Spread 0.01 CHF
Spread %2.94%
Theoretical value 0.3350
Implied Volatility 12.60 %
Total Loss Probability 70.11 %
Intrinsic value 0.000000
Present value 0.3350
Break even 6,149.51 CHF
Theta-0.01x
Vega0.05x
Rho0.04x
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