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ZKB Call Warrant auf
Swiss Re AG

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

Bid Price 0.54

Ask Price 0.55

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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 0.54 0.55
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.54
Change +20.00% [ +0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +263.33%
Year to date (YTD) +671.43%
1 month +575.00%
3 months +125.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue99.32
Premium0.00%
Premium p.a.0.02%
Leverage10.16
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 0.17%
Premium p.a. 2.27%
Leverage 10.52
Implied volatility 19.83%
Moneyness in-the-money
Leverage 10.1615
Delta 0.9656
Gamma 0.0006
Theta -0.0006
Rho 0.0038
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 114.90
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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