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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305140480 Security: 130514048 Symbol: ZURTEZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.39 0.40
Volume 325'000.00 325'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.39
Change +8.33% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date01.03.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +46.30%
Year to date (YTD) n.a.
1 month +39.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue461.65
Premium0.10%
Premium p.a.0.09%
Leverage8.34
Implied volatility0.19

Reference data

ISIN CH1305140480
Symbol ZURTEZ
Security 130514048
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 500.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.02.2024

Key figures

Premium 10.16%
Premium p.a. 9.09%
Leverage 23.89
Implied volatility 19.06%
Moneyness out-of-the-money
Leverage 8.3448
Delta 0.3493
Gamma 0.0001
Theta -0.0006
Rho 0.0243
Vega 0.0354
Fair value 0.40
Intrinsic value n.a.
Break-even 519.75
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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