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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1305138658 Security: 130513865 Symbol: SLHDQZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 750'000.00

Volume 2'000.00

Date/time (delayed) 11.06.2024 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 0.09 0.24
Volume 750'000.00 2'000.00
Date/time 11.06.24 17:15 12.06.24 05:55

Current data

Last price paid 0.10
Change -9.09% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 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 -2.94%
Year to date (YTD) n.a.
1 month +17.65%
3 months -37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue649.00
Premium0.17%
Premium p.a.0.30%
Leverage10.12
Implied volatility0.23

Reference data

ISIN CH1305138658
Symbol SLHDQZ
Security 130513865
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 720.00
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 17.17%
Premium p.a. 30.12%
Leverage 38.10
Implied volatility 23.48%
Moneyness out-of-the-money
Leverage 10.1194
Delta 0.2656
Gamma 0.0000
Theta -0.0009
Rho 0.0086
Vega 0.0156
Fair value 0.17
Intrinsic value n.a.
Break-even 736.50
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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