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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1268393001 Security: 126839300 Symbol: ZURZUZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.26 0.27
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.26
Change +8.33% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +20.45%
Year to date (YTD) +116.67%
1 month +100.00%
3 months +23.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue431.40
Premium0.04%
Premium p.a.0.13%
Leverage16.96
Implied volatility0.14

Reference data

ISIN CH1268393001
Symbol ZURZUZ
Security 126839300
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 480.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 21.09.2023

Key figures

Premium 4.13%
Premium p.a. 12.66%
Leverage 35.75
Implied volatility 13.98%
Moneyness out-of-the-money
Leverage 16.9594
Delta 0.4744
Gamma 0.0002
Theta -0.0014
Rho 0.0138
Vega 0.0215
Fair value 0.27
Intrinsic value n.a.
Break-even 493.25
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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