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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1268387920 Security: 126838792 Symbol: SLHM0Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 13.09.2023
Key Information Document DE 13.09.2023
Key Information Document EN 13.09.2023
Key Information Document FR 13.09.2023
Key Information Document IT 13.09.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date20.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) -66.67%
1 month -25.00%
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue565.40
Premium0.08%
Premium p.a.1.10%
Leverage44.71
Implied volatility0.19

Reference data

ISIN CH1268387920
Symbol SLHM0Z
Security 126838792
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 680.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 13.09.2023

Key figures

Premium 8.47%
Premium p.a. 110.47%
Leverage 627.80
Implied volatility 18.94%
Moneyness out-of-the-money
Leverage 44.7087
Delta 0.0712
Gamma 0.0000
Theta -0.0008
Rho 0.0003
Vega 0.0023
Fair value 0.01
Intrinsic value n.a.
Break-even 681.00
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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