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ZKB Call Warrant auf Swiss Re N
Swiss Re AG

ISIN: CH1235745812 Security: 123574581 Symbol: SRELOZ Life cycle
Secondary market

Bid Price 0.49

Ask Price 0.50

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.12.2022
Key Information Document DE 05.12.2022
Key Information Document EN 05.12.2022
Key Information Document FR 05.12.2022
Key Information Document IT 05.12.2022

Price data

  Bid Ask
Price 0.49 0.50
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.50
Change -1.96% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.12.2022
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +395.00%
Year to date (YTD) +488.24%
1 month +284.62%
3 months +78.57%
1 year +177.78%
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue85.16
Premium0.01%
Premium p.a.0.06%
Leverage8.18
Implied volatility0.30

Reference data

ISIN CH1235745812
Symbol SRELOZ
Security 123574581
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 05.12.2022

Key figures

Premium 0.51%
Premium p.a. 6.06%
Leverage 9.03
Implied volatility 30.43%
Moneyness in-the-money
Leverage 8.1796
Delta 0.9054
Gamma 0.0007
Theta -0.0012
Rho 0.0030
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 112.38
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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