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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1250736373 Security: 125073637 Symbol: SLHL3Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -33.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -66.67%
Year to date (YTD) -40.00%
1 month -14.29%
3 months -75.00%
1 year -57.14%
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue536.20
Premium0.03%
Premium p.a.0.38%
Leverage36.04
Implied volatility0.15

Reference data

ISIN CH1250736373
Symbol SLHL3Z
Security 125073637
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 640.00
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 2.90%
Premium p.a. 37.79%
Leverage 104.63
Implied volatility 15.41%
Moneyness out-of-the-money
Leverage 36.0393
Delta 0.3444
Gamma 0.0001
Theta -0.0009
Rho 0.0008
Vega 0.0032
Fair value 0.03
Intrinsic value n.a.
Break-even 646.00
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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