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ZKB Call Warrant auf
RWE AG

ISIN: CH1305137726 Security: 130513772 Symbol: RWE3AZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +50.00%
Year to date (YTD) n.a.
1 month +90.00%
3 months +123.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue31.90
Premium0.08%
Premium p.a.0.14%
Leverage5.68
Implied volatility0.28

Reference data

ISIN CH1305137726
Symbol RWE3AZ
Security 130513772
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 34.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 8.30%
Premium p.a. 13.58%
Leverage 8.90
Implied volatility 27.68%
Moneyness in-the-money
Leverage 5.6808
Delta 0.6384
Gamma 0.0025
Theta -0.0004
Rho 0.0056
Vega 0.0051
Fair value 0.14
Intrinsic value n.a.
Break-even 37.94
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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