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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1281034152 Security: 128103415 Symbol: SRE3VZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 17.06.2024 09:09:20

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.10.2023
Key Information Document DE 16.10.2023
Key Information Document EN 16.10.2023
Key Information Document FR 16.10.2023
Key Information Document IT 16.10.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 17.06.24 09:09 17.06.24 09:09

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
Year to date (YTD) +166.67%
1 month +100.00%
3 months -27.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue98.12
Premium0.11%
Premium p.a.0.40%
Leverage17.02
Implied volatility0.20

Reference data

ISIN CH1281034152
Symbol SRE3VZ
Security 128103415
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 16.10.2023

Key figures

Premium 11.17%
Premium p.a. 39.98%
Leverage 78.00
Implied volatility 20.48%
Moneyness out-of-the-money
Leverage 17.0193
Delta 0.2182
Gamma 0.0012
Theta -0.0009
Rho 0.0031
Vega 0.0085
Fair value 0.07
Intrinsic value n.a.
Break-even 121.40
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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