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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1268386906 Security: 126838690 Symbol: SLHYYZ Life cycle
Secondary market

Bid Price 0.69

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.09.2023
Key Information Document DE 06.09.2023
Key Information Document EN 06.09.2023
Key Information Document FR 06.09.2023
Key Information Document IT 06.09.2023

Price data

  Bid Ask
Price 0.69 0.70
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.69
Change +6.15% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +57.95%
Year to date (YTD) +60.47%
1 month +9.52%
3 months -20.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue564.80
Premium0.00%
Premium p.a.0.04%
Leverage8.54
Implied volatility0.27

Reference data

ISIN CH1268386906
Symbol SLHYYZ
Security 126838690
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 560.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 06.09.2023

Key figures

Premium 0.27%
Premium p.a. 3.53%
Leverage 9.03
Implied volatility 26.51%
Moneyness in-the-money
Leverage 8.5413
Delta 0.9456
Gamma 0.0000
Theta -0.0011
Rho 0.0040
Vega 0.0019
Fair value 0.02
Intrinsic value n.a.
Break-even 629.50
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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