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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305127859 Security: 130512785 Symbol: ZUR6CZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.12 0.13
Volume 525'000.00 525'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +25.00%
Year to date (YTD) +60.00%
1 month +84.62%
3 months +9.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue443.30
Premium0.07%
Premium p.a.0.21%
Leverage21.28
Implied volatility0.14

Reference data

ISIN CH1305127859
Symbol ZUR6CZ
Security 130512785
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 500.00
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 6.87%
Premium p.a. 21.08%
Leverage 75.79
Implied volatility 13.85%
Moneyness out-of-the-money
Leverage 21.2807
Delta 0.2808
Gamma 0.0002
Theta -0.0012
Rho 0.0083
Vega 0.0182
Fair value 0.13
Intrinsic value n.a.
Break-even 506.25
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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