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ZKB Call Warrant auf Swiss Re N
Swiss Re AG

ISIN: CH1235752362 Security: 123575236 Symbol: SREMAZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 17.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.01.2023
Key Information Document DE 06.01.2023
Key Information Document EN 06.01.2023
Key Information Document FR 06.01.2023
Key Information Document IT 06.01.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 17.06.24 17:15 17.06.24 17:15

Current data

Last price paid 0.06
Change +20.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.01.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -53.57%
Year to date (YTD) +100.00%
1 month -29.41%
3 months -70.00%
1 year 0.00%
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue93.76
Premium0.01%
Premium p.a.0.44%
Leverage35.72
Implied volatility0.20

Reference data

ISIN CH1235752362
Symbol SREMAZ
Security 123575236
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 06.01.2023

Key figures

Premium 1.34%
Premium p.a. 44.43%
Leverage 67.78
Implied volatility 20.00%
Moneyness in-the-money
Leverage 35.7221
Delta 0.5270
Gamma 0.0041
Theta -0.0029
Rho 0.0007
Vega 0.0030
Fair value 0.06
Intrinsic value n.a.
Break-even 111.63
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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