Inhaltsseite: Home

ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1268391906 Security: 126839190 Symbol: SREJTZ Life cycle
Secondary market

Bid Price 0.83

Ask Price 0.84

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 22.05.2024 11:13:01

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 0.83 0.84
Volume 125'000.00 125'000.00
Date/time 22.05.24 11:13 22.05.24 11:13

Life cycle

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

Performance

Perf. since issue +153.03%
Year to date (YTD) +243.48%
1 month +125.71%
3 months +92.68%
1 year n.a.
3 years n.a.

Key figures on issue

Reference data

ISIN CH1268391906
Symbol SREJTZ
Security 126839190
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 96.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 20.09.2023

Key figures

Premium 1.26%
Premium p.a. 3.59%
Leverage 6.66
Implied volatility 22.78%
Moneyness in-the-money
Leverage 5.9002
Delta 0.8853
Gamma 0.0006
Theta -0.0007
Rho 0.0144
Vega 0.0064
Fair value 0.07
Intrinsic value n.a.
Break-even 112.70
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading