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

ISIN: CH1305144540 Security: 130514454 Symbol: ISRVDZ Life cycle
Secondary market

Bid Price 0.73

Ask Price 0.74

Currency CHF

Exchange SIX Structured Products

Volume 60'000.00

Volume 60'000.00

Date/time (delayed) 31.07.2024 04:24:43

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.07.2024
Key Information Document DE 31.07.2024
Key Information Document EN 31.07.2024
Key Information Document FR 31.07.2024
Key Information Document IT 31.07.2024

Price data

  Bid Ask
Price 0.73 0.74
Volume 60'000.00 60'000.00
Date/time 31.07.24 16:24 31.07.24 16:24

Current data

Last price paid 0.72
Change -7.69% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.07.2024 17:20

Life cycle

Fixingn.a.
Settlement date13.03.2024
Last tradingn.a.
Final fixingn.a.
Currency redemptionCHF

Performance

Perf. since issue -33.18%
Year to date (YTD) n.a.
1 month +16.13%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.10
Underlying price on issue108.50
Premium0.00%
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1305144540
Symbol ISRVDZ
Security 130514454
Exchange SIX Structured Products
Currency CHF
Expiry n.a.
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Funding level 123.239300
Stop-loss level 119.713000
Distance to stop-loss level 10.18%
Long/Short type Short
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type n.a.
Minimum execution n.a.
Value day 11.03.2024

Key figures

Premium 0.10%
Premium p.a. n.a.
Leverage 7.39
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Intrinsic value 14.589300
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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