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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305127883 Security: 130512788 Symbol: ZURLFZ Life cycle
Secondary market

Bid Price 1.03

Ask Price 1.04

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

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Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 1.03 1.04
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.04
Change +6.12% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume 15'555.00 Unit
Date/time 17.05.2024 17:15

Life cycle

Fixing20.06.2025
Settlement date28.12.2023
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +64.29%
Year to date (YTD) +82.46%
1 month +38.67%
3 months +103.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.63
Underlying price on issue443.30
Premium0.04%
Premium p.a.0.04%
Leverage5.53
Implied volatility0.23

Reference data

ISIN CH1305127883
Symbol ZURLFZ
Security 130512788
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 440.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.12.2023

Key figures

Premium 4.41%
Premium p.a. 3.95%
Leverage 9.10
Implied volatility 23.23%
Moneyness in-the-money
Leverage 5.5317
Delta 0.6078
Gamma 0.0001
Theta -0.0006
Rho 0.0329
Vega 0.0353
Fair value 0.42
Intrinsic value n.a.
Break-even 491.75
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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