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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305139227 Security: 130513922 Symbol: SREEAZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 600'000.00

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 0.11 0.12
Volume 600'000.00 600'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.12
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -71.95%
Year to date (YTD) n.a.
1 month -62.50%
3 months -61.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue102.43
Premium0.15%
Premium p.a.0.25%
Leverage9.22
Implied volatility0.23

Reference data

ISIN CH1305139227
Symbol SREEAZ
Security 130513922
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
C/P type put
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 14.82%
Premium p.a. 24.59%
Leverage 49.87
Implied volatility 23.44%
Moneyness out-of-the-money
Leverage 9.2205
Delta -0.1849
Gamma 0.0006
Theta -0.0006
Rho -0.0071
Vega 0.0119
Fair value 0.12
Intrinsic value n.a.
Break-even 97.70
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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