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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1281046586 Security: 128104658 Symbol: SREXAZ Life cycle
Secondary market

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 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 0.34 0.35
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.35
Change +66.67% [ +0.14 ]
Last traded volume n.a. Unit
Cumulative volume 17'000.00 Unit
Date/time 17.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date11.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +130.00%
Year to date (YTD) +400.00%
1 month +337.50%
3 months +191.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue99.32
Premium0.01%
Premium p.a.0.08%
Leverage12.84
Implied volatility0.20

Reference data

ISIN CH1281046586
Symbol SREXAZ
Security 128104658
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 104.00
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 0.91%
Premium p.a. 7.91%
Leverage 15.93
Implied volatility 20.14%
Moneyness in-the-money
Leverage 12.8359
Delta 0.8059
Gamma 0.0018
Theta -0.0014
Rho 0.0047
Vega 0.0051
Fair value 0.05
Intrinsic value n.a.
Break-even 110.90
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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