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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1250730483 Security: 125073048 Symbol: ZURTXZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

Price data

  Bid Ask
Price 0.28 0.29
Volume 350'000.00 350'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.29
Change -9.38% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.05.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -5.00%
Year to date (YTD) +123.08%
1 month +16.00%
3 months -3.33%
1 year +45.00%
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue427.65
Premium0.07%
Premium p.a.0.13%
Leverage13.65
Implied volatility0.15

Reference data

ISIN CH1250730483
Symbol ZURTXZ
Security 125073048
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 500.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.05.2023

Key figures

Premium 7.09%
Premium p.a. 13.34%
Leverage 33.70
Implied volatility 14.92%
Moneyness out-of-the-money
Leverage 13.6451
Delta 0.4049
Gamma 0.0001
Theta -0.0012
Rho 0.0192
Vega 0.0271
Fair value 0.29
Intrinsic value n.a.
Break-even 514.25
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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