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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305140662 Security: 130514066 Symbol: SREXLZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.50%
Year to date (YTD) n.a.
1 month -84.21%
3 months -88.46%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue106.03
Premium0.09%
Premium p.a.2.27%
Leverage31.95
Implied volatility0.34

Reference data

ISIN CH1305140662
Symbol SREXLZ
Security 130514066
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 26.02.2024

Key figures

Premium 8.70%
Premium p.a. 226.81%
Leverage 364.00
Implied volatility 34.09%
Moneyness out-of-the-money
Leverage 31.9531
Delta -0.0878
Gamma 0.0011
Theta -0.0020
Rho -0.0002
Vega 0.0017
Fair value 0.02
Intrinsic value n.a.
Break-even 99.70
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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