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ZKB Mini-Future Long auf Swiss Re N, Open End
Swiss Re AG

ISIN: CH1237241976 Security: 123724197 Symbol: ISRRCZ Life cycle
Secondary market

Bid Price 1.86

Ask Price 1.87

Currency CHF

Exchange SIX Structured Products

Volume 60'000.00

Volume 60'000.00

Date/time (delayed) 03.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.06.2024
Key Information Document DE 03.06.2024
Key Information Document EN 03.06.2024
Key Information Document FR 03.06.2024
Key Information Document IT 03.06.2024

Price data

  Bid Ask
Price 1.86 1.87
Volume 60'000.00 60'000.00
Date/time 03.06.24 17:15 03.06.24 17:15

Current data

Last price paid 1.87
Change -2.60% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.06.2024 17:20

Life cycle

Fixingn.a.
Settlement date13.02.2023
Last tradingn.a.
Final fixingn.a.
Currency redemptionCHF

Performance

Perf. since issue +130.25%
Year to date (YTD) +137.04%
1 month +57.38%
3 months +38.13%
1 year +156.00%
3 years n.a.

Key figures on issue

Issue price0.81
Underlying price on issue94.90
Premium0.00%
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1237241976
Symbol ISRRCZ
Security 123724197
Exchange SIX Structured Products
Currency CHF
Expiry n.a.
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Funding level 76.173600
Stop-loss level 78.458900
Distance to stop-loss level 30.69%
Long/Short type Long
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type n.a.
Minimum execution n.a.
Value day 09.02.2023

Key figures

Premium 0.24%
Premium p.a. n.a.
Leverage 3.03
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Intrinsic value 37.026400
Break-even n.a.
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Mini future (2210)

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