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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305140688 Security: 130514068 Symbol: ZUR6YZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.02.2024
Key Information Document DE 27.02.2024
Key Information Document EN 27.02.2024
Key Information Document FR 27.02.2024
Key Information Document IT 27.02.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.17
Change +70.00% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 +9.37%
Year to date (YTD) n.a.
1 month +325.00%
3 months -10.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue465.50
Premium0.01%
Premium p.a.0.15%
Leverage34.81
Implied volatility0.13

Reference data

ISIN CH1305140688
Symbol ZUR6YZ
Security 130514068
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 475.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 26.02.2024

Key figures

Premium 0.87%
Premium p.a. 15.04%
Leverage 54.81
Implied volatility 12.97%
Moneyness in-the-money
Leverage 34.8132
Delta 0.6351
Gamma 0.0005
Theta -0.0029
Rho 0.0034
Vega 0.0086
Fair value 0.08
Intrinsic value n.a.
Break-even 483.75
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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