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ZKB Put Warrant auf
RWE AG

ISIN: CH1305139664 Security: 130513966 Symbol: RWEQZZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.05
Change -16.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -57.69%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue31.27
Premium0.15%
Premium p.a.0.26%
Leverage6.67
Implied volatility0.30

Reference data

ISIN CH1305139664
Symbol RWEQZZ
Security 130513966
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 30.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 15.35%
Premium p.a. 26.31%
Leverage 30.03
Implied volatility 30.33%
Moneyness out-of-the-money
Leverage 6.6703
Delta -0.2221
Gamma 0.0019
Theta -0.0002
Rho -0.0025
Vega 0.0038
Fair value 0.06
Intrinsic value n.a.
Break-even 28.86
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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