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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1268368326 Security: 126836832 Symbol: SRE2AZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.02
Change -42.86% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 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 -86.88%
Year to date (YTD) 0.00%
1 month n.a.
3 months -73.33%
1 year -60.00%
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue92.92
Premium0.02%
Premium p.a.1.20%
Leverage84.17
Implied volatility0.16

Reference data

ISIN CH1268368326
Symbol SRE2AZ
Security 126836832
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 114.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 05.06.2023

Key figures

Premium 2.29%
Premium p.a. 119.62%
Leverage 425.52
Implied volatility 16.36%
Moneyness out-of-the-money
Leverage 84.1686
Delta 0.1978
Gamma 0.0043
Theta -0.0020
Rho 0.0002
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 114.26
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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