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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1281046636 Security: 128104663 Symbol: SRE3JZ Life cycle
Secondary market

Bid Price 0.67

Ask Price 0.68

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 0.67 0.68
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.67
Change +11.67% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +193.48%
Year to date (YTD) +378.57%
1 month +179.17%
3 months +103.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue99.32
Premium0.03%
Premium p.a.0.05%
Leverage6.44
Implied volatility0.20

Reference data

ISIN CH1281046636
Symbol SRE3JZ
Security 128104663
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 105.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 04.12.2023

Key figures

Premium 3.31%
Premium p.a. 5.50%
Leverage 8.50
Implied volatility 20.29%
Moneyness in-the-money
Leverage 6.4411
Delta 0.7581
Gamma 0.0009
Theta -0.0008
Rho 0.0221
Vega 0.0139
Fair value 0.19
Intrinsic value n.a.
Break-even 118.50
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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