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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1281048012 Security: 128104801 Symbol: ZUR3XZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 625'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.12.2023
Key Information Document DE 07.12.2023
Key Information Document EN 07.12.2023
Key Information Document FR 07.12.2023
Key Information Document IT 07.12.2023

Price data

  Bid Ask
Price 0.14 0.15
Volume 625'000.00 625'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +11.54%
Year to date (YTD) +64.71%
1 month +40.00%
3 months +133.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue448.25
Premium0.12%
Premium p.a.0.19%
Leverage15.56
Implied volatility0.14

Reference data

ISIN CH1281048012
Symbol ZUR3XZ
Security 128104801
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 520.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 07.12.2023

Key figures

Premium 11.94%
Premium p.a. 18.63%
Leverage 64.97
Implied volatility 14.44%
Moneyness out-of-the-money
Leverage 15.5599
Delta 0.2395
Gamma 0.0001
Theta -0.0008
Rho 0.0135
Vega 0.0234
Fair value 0.15
Intrinsic value n.a.
Break-even 527.25
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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