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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1250715674 Security: 125071567 Symbol: ZURRDZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change +18.18% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -68.18%
Year to date (YTD) -7.14%
1 month +85.71%
3 months -50.00%
1 year -75.00%
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue406.40
Premium0.02%
Premium p.a.0.28%
Leverage47.70
Implied volatility0.12

Reference data

ISIN CH1250715674
Symbol ZURRDZ
Security 125071567
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 480.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 16.03.2023

Key figures

Premium 2.13%
Premium p.a. 27.81%
Leverage 135.26
Implied volatility 11.51%
Moneyness out-of-the-money
Leverage 47.7034
Delta 0.3527
Gamma 0.0005
Theta -0.0021
Rho 0.0025
Vega 0.0097
Fair value 0.07
Intrinsic value n.a.
Break-even 483.50
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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