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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305139201 Security: 130513920 Symbol: SREGLZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

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 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.35
Change +29.63% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +343.75%
Year to date (YTD) n.a.
1 month +775.00%
3 months +169.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue102.43
Premium0.00%
Premium p.a.0.05%
Leverage14.48
Implied volatility0.18

Reference data

ISIN CH1305139201
Symbol SREGLZ
Security 130513920
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 108.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.02.2024

Key figures

Premium 0.35%
Premium p.a. 4.55%
Leverage 16.15
Implied volatility 17.79%
Moneyness in-the-money
Leverage 14.4774
Delta 0.8962
Gamma 0.0016
Theta -0.0011
Rho 0.0037
Vega 0.0028
Fair value 0.02
Intrinsic value n.a.
Break-even 115.10
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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