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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1250736365 Security: 125073636 Symbol: SLH6IZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.15
Change +7.14% [ +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 date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +10.71%
Year to date (YTD) +50.00%
1 month +7.14%
3 months -42.31%
1 year +50.00%
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue536.20
Premium0.01%
Premium p.a.0.07%
Leverage17.00
Implied volatility0.17

Reference data

ISIN CH1250736365
Symbol SLH6IZ
Security 125073636
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 600.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 19.05.2023

Key figures

Premium 0.51%
Premium p.a. 6.64%
Leverage 20.25
Implied volatility 17.15%
Moneyness in-the-money
Leverage 17.0039
Delta 0.8396
Gamma 0.0000
Theta -0.0007
Rho 0.0019
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 631.00
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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