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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305142502 Security: 130514250 Symbol: ZUREQZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.04
Change +33.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -35.71%
Year to date (YTD) n.a.
1 month +14.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue463.60
Premium0.04%
Premium p.a.0.38%
Leverage43.13
Implied volatility0.13

Reference data

ISIN CH1305142502
Symbol ZUREQZ
Security 130514250
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 490.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.03.2024

Key figures

Premium 4.33%
Premium p.a. 37.67%
Leverage 209.69
Implied volatility 12.56%
Moneyness out-of-the-money
Leverage 43.1293
Delta 0.2057
Gamma 0.0003
Theta -0.0014
Rho 0.0022
Vega 0.0090
Fair value 0.05
Intrinsic value n.a.
Break-even 492.25
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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