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ZKB Mini-Future auf
Swiss Re AG

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

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 60'000.00

Volume 60'000.00

Date/time (delayed) 24.09.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.09.2024
Key Information Document DE 24.09.2024
Key Information Document EN 24.09.2024
Key Information Document FR 24.09.2024
Key Information Document IT 24.09.2024

Price data

  Bid Ask
Price 0.31 0.32
Volume 60'000.00 60'000.00
Date/time 24.09.24 17:15 24.09.24 17:15

Current data

Last price paid 0.32
Change -13.51% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.09.2024 17:20

Life cycle

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

Performance

Perf. since issue -71.36%
Year to date (YTD) n.a.
1 month +14.29%
3 months -39.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.10
Underlying price on issue108.50
Premium0.01%
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 122.917500
Stop-loss level 119.354600
Distance to stop-loss level 1.75%
Long/Short type Short
Subscription ratio 20.00
Issuer Zuercher Kantonalbank
Exercise type n.a.
Minimum execution n.a.
Value day 11.03.2024

Key figures

Premium 0.58%
Premium p.a. n.a.
Leverage 18.62
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Intrinsic value 5.617500
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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