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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305144466 Security: 130514446 Symbol: SREZ3Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 31.05.2024 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 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date18.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +39.29%
Year to date (YTD) n.a.
1 month +216.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue109.25
Premium0.15%
Premium p.a.0.25%
Leverage13.23
Implied volatility0.18

Reference data

ISIN CH1305144466
Symbol SREZ3Z
Security 130514446
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 130.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.03.2024

Key figures

Premium 15.04%
Premium p.a. 24.95%
Leverage 58.82
Implied volatility 18.03%
Moneyness out-of-the-money
Leverage 13.2349
Delta 0.2250
Gamma 0.0019
Theta -0.0012
Rho 0.0144
Vega 0.0267
Fair value 0.20
Intrinsic value n.a.
Break-even 131.95
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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