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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305140654 Security: 130514065 Symbol: SRE3XZ Life cycle
Secondary market

Bid Price 0.56

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.56 0.57
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.57
Change -3.39% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.03.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +71.21%
Year to date (YTD) n.a.
1 month +128.00%
3 months +78.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue106.03
Premium0.13%
Premium p.a.0.12%
Leverage7.07
Implied volatility0.23

Reference data

ISIN CH1305140654
Symbol SRE3XZ
Security 130514065
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 120.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 26.02.2024

Key figures

Premium 12.54%
Premium p.a. 11.53%
Leverage 19.76
Implied volatility 22.84%
Moneyness out-of-the-money
Leverage 7.0748
Delta 0.3580
Gamma 0.0015
Theta -0.0009
Rho 0.0288
Vega 0.0418
Fair value 0.57
Intrinsic value n.a.
Break-even 125.65
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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