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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1305134178 Security: 130513417 Symbol: SLH0UZ Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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 0.43 0.44
Volume 225'000.00 225'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.43
Change +7.50% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +24.29%
Year to date (YTD) n.a.
1 month +48.28%
3 months -12.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue612.40
Premium0.06%
Premium p.a.0.09%
Leverage8.50
Implied volatility0.19

Reference data

ISIN CH1305134178
Symbol SLH0UZ
Security 130513417
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 620.00
C/P type call
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 5.69%
Premium p.a. 9.43%
Leverage 14.43
Implied volatility 18.85%
Moneyness in-the-money
Leverage 8.4955
Delta 0.5886
Gamma 0.0000
Theta -0.0010
Rho 0.0197
Vega 0.0190
Fair value 0.36
Intrinsic value n.a.
Break-even 663.50
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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