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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305127719 Security: 130512771 Symbol: SRE4JZ Life cycle
Secondary market

Bid Price 0.80

Ask Price 0.92

Currency CHF

Exchange SIX Structured Products

Volume 5'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 05:55:01

Sell Buy 

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 0.80 0.92
Volume 5'000.00 125'000.00
Date/time 26.06.24 05:55 25.06.24 17:15

Life cycle

Fixing20.12.2024
Settlement date28.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +160.61%
Year to date (YTD) +217.24%
1 month -2.13%
3 months -6.12%
1 year n.a.
3 years n.a.

Key figures on issue

Reference data

ISIN CH1305127719
Symbol SRE4JZ
Security 130512771
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 96.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.12.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage 6.54
Implied volatility n.a.
Moneyness in-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value 0.04
Intrinsic value n.a.
Break-even n.a.
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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