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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305127727 Security: 130512772 Symbol: SREVYZ Life cycle
Secondary market

Bid Price 0.86

Ask Price 0.87

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 29.05.2024 09:18:21

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 0.86 0.87
Volume 150'000.00 150'000.00
Date/time 29.05.24 09:18 29.05.24 09:18

Current data

Last price paid 0.85
Change -1.16% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +185.00%
Year to date (YTD) +203.57%
1 month +84.78%
3 months +63.46%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue96.09
Premium0.04%
Premium p.a.0.04%
Leverage4.35
Implied volatility0.29

Reference data

ISIN CH1305127727
Symbol SREVYZ
Security 130512772
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
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 4.46%
Premium p.a. 4.13%
Leverage 6.56
Implied volatility 28.97%
Moneyness in-the-money
Leverage 4.3498
Delta 0.6635
Gamma 0.0006
Theta -0.0005
Rho 0.0195
Vega 0.0195
Fair value 0.25
Intrinsic value n.a.
Break-even 117.10
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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