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ZKB Call Warrant auf
RWE AG

ISIN: CH1281050695 Security: 128105069 Symbol: RWEIVZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 11:48:54

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 11:48 29.05.24 11:48

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -77.78%
Year to date (YTD) -73.33%
1 month n.a.
3 months +33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue40.64
Premium0.29%
Premium p.a.0.48%
Leverage8.73
Implied volatility0.29

Reference data

ISIN CH1281050695
Symbol RWEIVZ
Security 128105069
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 44.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 29.13%
Premium p.a. 47.89%
Leverage 42.95
Implied volatility 29.09%
Moneyness out-of-the-money
Leverage 8.7256
Delta 0.2032
Gamma 0.0018
Theta -0.0003
Rho 0.0019
Vega 0.0038
Fair value 0.04
Intrinsic value n.a.
Break-even 44.81
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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