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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305140365 Security: 130514036 Symbol: SREO3Z Life cycle
redeemed

Bid Price 0.005

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.005 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.001
Change -90.00% [ -0.01 ]
Last traded volume 1'000'000.00 Unit
Cumulative volume 2'000'000.00 Unit
Date/time 17.05.2024 10:28

Life cycle

Fixing17.05.2024
Settlement date01.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -78.57%
Year to date (YTD) n.a.
1 month -95.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue104.93
Premium0.01%
Premium p.a.0.27%
Leverage136.50
Implied volatility0.07

Reference data

ISIN CH1305140365
Symbol SREO3Z
Security 130514036
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 23.02.2024

Key figures

Premium 0.73%
Premium p.a. 26.67%
Leverage 365.00
Implied volatility 6.83%
Moneyness out-of-the-money
Leverage 136.4998
Delta 0.3740
Gamma 0.0143
Theta -0.0013
Rho 0.0005
Vega 0.0034
Fair value 0.02
Intrinsic value n.a.
Break-even 110.30
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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