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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305144516 Security: 130514451 Symbol: SREP6Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.24%
Year to date (YTD) n.a.
1 month -91.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue109.28
Premium0.08%
Premium p.a.0.79%
Leverage31.60
Implied volatility0.21

Reference data

ISIN CH1305144516
Symbol SREP6Z
Security 130514451
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 104.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.03.2024

Key figures

Premium 7.54%
Premium p.a. 78.64%
Leverage 280.13
Implied volatility 20.70%
Moneyness out-of-the-money
Leverage 31.6040
Delta -0.1128
Gamma 0.0027
Theta -0.0019
Rho -0.0012
Vega 0.0066
Fair value 0.04
Intrinsic value n.a.
Break-even 103.60
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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