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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1281038948 Security: 128103894 Symbol: SREK3Z Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.11.2023
Key Information Document DE 07.11.2023
Key Information Document EN 07.11.2023
Key Information Document FR 07.11.2023
Key Information Document IT 07.11.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date14.11.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue n.a.
Year to date (YTD) -88.54%
1 month -21.43%
3 months -38.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue98.74
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1281038948
Symbol SREK3Z
Security 128103894
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 96.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 07.11.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage n.a.
Implied volatility n.a.
Moneyness out-of-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value n.a.
Intrinsic value n.a.
Break-even n.a.
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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