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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1250729766 Security: 125072976 Symbol: SREYGZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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

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 0.21 0.22
Volume 275'000.00 275'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.22
Change -4.35% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 +138.89%
Year to date (YTD) +300.00%
1 month +158.82%
3 months +100.00%
1 year +144.44%
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue89.37
Premium0.08%
Premium p.a.0.13%
Leverage9.90
Implied volatility0.18

Reference data

ISIN CH1250729766
Symbol SREYGZ
Security 125072976
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 115.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 04.05.2023

Key figures

Premium 7.67%
Premium p.a. 12.55%
Leverage 20.80
Implied volatility 18.09%
Moneyness out-of-the-money
Leverage 9.9045
Delta 0.4762
Gamma 0.0010
Theta -0.0006
Rho 0.0117
Vega 0.0139
Fair value 0.22
Intrinsic value n.a.
Break-even 120.37
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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