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ZKB Put Warrant auf
Swiss Life Holding AG

ISIN: CH1305134111 Security: 130513411 Symbol: SLH73Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.01.2024
Key Information Document DE 29.01.2024
Key Information Document EN 29.01.2024
Key Information Document FR 29.01.2024
Key Information Document IT 29.01.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.20
Change +17.65% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date05.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -51.25%
Year to date (YTD) n.a.
1 month -37.50%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue612.40
Premium0.11%
Premium p.a.0.18%
Leverage8.76
Implied volatility0.22

Reference data

ISIN CH1305134111
Symbol SLH73Z
Security 130513411
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 580.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 29.01.2024

Key figures

Premium 10.72%
Premium p.a. 17.79%
Leverage 32.19
Implied volatility 21.92%
Moneyness out-of-the-money
Leverage 8.7601
Delta -0.2721
Gamma 0.0000
Theta -0.0007
Rho -0.0115
Vega 0.0162
Fair value 0.20
Intrinsic value n.a.
Break-even 560.50
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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