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ZKB Call Warrant auf Swiss Re N
Swiss Re AG

ISIN: CH1235752362 Security: 123575236 Symbol: SREMAZ Life cycle
redeemed

Bid Price 0.07

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.07 0.09
Volume 675'000.00 350'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.09
Change -35.71% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

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

Performance

Perf. since issue -42.86%
Year to date (YTD) +200.00%
1 month 0.00%
3 months -70.00%
1 year +100.00%
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue93.76
Premium0.00%
Premium p.a.0.14%
Leverage43.44
Implied volatility0.14

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 0.27%
Premium p.a. 14.00%
Leverage 55.85
Implied volatility 14.31%
Moneyness in-the-money
Leverage 43.4389
Delta 0.7778
Gamma 0.0052
Theta -0.0020
Rho 0.0007
Vega 0.0018
Fair value 0.01
Intrinsic value n.a.
Break-even 112.00
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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