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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1305139128 Security: 130513912 Symbol: SLHPIZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.09
Change +5.88% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -57.50%
Year to date (YTD) n.a.
1 month +50.00%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue649.20
Premium0.09%
Premium p.a.0.27%
Leverage18.43
Implied volatility0.17

Reference data

ISIN CH1305139128
Symbol SLHPIZ
Security 130513912
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 680.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 21.02.2024

Key figures

Premium 9.11%
Premium p.a. 27.26%
Leverage 74.24
Implied volatility 16.55%
Moneyness out-of-the-money
Leverage 18.4316
Delta 0.2483
Gamma 0.0001
Theta -0.0008
Rho 0.0049
Vega 0.0115
Fair value 0.09
Intrinsic value n.a.
Break-even 688.50
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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