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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1268368433 Security: 126836843 Symbol: ZURSYZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.06.2023
Key Information Document DE 05.06.2023
Key Information Document EN 05.06.2023
Key Information Document FR 05.06.2023
Key Information Document IT 05.06.2023

Price data

  Bid Ask
Price 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.31
Change +24.00% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -30.00%
Year to date (YTD) +106.67%
1 month +158.33%
3 months -8.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue435.20
Premium0.00%
Premium p.a.0.06%
Leverage24.64
Implied volatility0.12

Reference data

ISIN CH1268368433
Symbol ZURSYZ
Security 126836843
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 460.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 05.06.2023

Key figures

Premium 0.43%
Premium p.a. 5.64%
Leverage 30.08
Implied volatility 12.09%
Moneyness in-the-money
Leverage 24.6391
Delta 0.8192
Gamma 0.0003
Theta -0.0018
Rho 0.0057
Vega 0.0068
Fair value 0.04
Intrinsic value n.a.
Break-even 475.75
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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