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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1250730293 Security: 125073029 Symbol: ZURUPZ Life cycle
Secondary market

Bid Price 0.77

Ask Price 0.78

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 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 0.77 0.78
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.77
Change +6.94% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 +23.02%
Year to date (YTD) +108.11%
1 month +30.51%
3 months +133.33%
1 year +48.08%
3 years n.a.

Key figures on issue

Issue price0.63
Underlying price on issue427.65
Premium0.04%
Premium p.a.0.06%
Leverage8.38
Implied volatility0.16

Reference data

ISIN CH1250730293
Symbol ZURUPZ
Security 125073029
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 450.00
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 3.77%
Premium p.a. 5.88%
Leverage 12.15
Implied volatility 16.25%
Moneyness in-the-money
Leverage 8.3810
Delta 0.6895
Gamma 0.0001
Theta -0.0012
Rho 0.0367
Vega 0.0266
Fair value 0.36
Intrinsic value n.a.
Break-even 488.75
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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