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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1281035738 Security: 128103573 Symbol: ZURNJZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.50 0.51
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.50
Change +11.11% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +80.36%
Year to date (YTD) +127.27%
1 month +92.31%
3 months +25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue426.85
Premium0.03%
Premium p.a.0.08%
Leverage12.47
Implied volatility0.15

Reference data

ISIN CH1281035738
Symbol ZURNJZ
Security 128103573
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 460.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.10.2023

Key figures

Premium 2.50%
Premium p.a. 7.68%
Leverage 18.75
Implied volatility 15.32%
Moneyness in-the-money
Leverage 12.4726
Delta 0.6653
Gamma 0.0002
Theta -0.0015
Rho 0.0189
Vega 0.0197
Fair value 0.24
Intrinsic value n.a.
Break-even 485.25
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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