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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1268391815 Security: 126839181 Symbol: SLHO3Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 12.06.2024 11:52:10

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.22 0.23
Volume 275'000.00 275'000.00
Date/time 12.06.24 11:52 12.06.24 11:52

Current data

Last price paid 0.21
Change -8.70% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +7.14%
Year to date (YTD) +50.00%
1 month 0.00%
3 months -41.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue573.00
Premium0.05%
Premium p.a.0.16%
Leverage13.77
Implied volatility0.18

Reference data

ISIN CH1268391815
Symbol SLHO3Z
Security 126839181
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 640.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.09.2023

Key figures

Premium 4.73%
Premium p.a. 16.12%
Leverage 28.12
Implied volatility 18.06%
Moneyness out-of-the-money
Leverage 13.7656
Delta 0.4896
Gamma 0.0001
Theta -0.0013
Rho 0.0084
Vega 0.0137
Fair value 0.23
Intrinsic value n.a.
Break-even 662.50
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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