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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305144482 Security: 130514448 Symbol: SREEWZ Life cycle
Secondary market

Bid Price 1.01

Ask Price 1.02

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

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 1.01 1.02
Volume 100'000.00 100'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 1.02
Change -2.86% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date18.03.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +37.16%
Year to date (YTD) n.a.
1 month +117.02%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.74
Underlying price on issue109.25
Premium0.08%
Premium p.a.0.07%
Leverage5.66
Implied volatility0.25

Reference data

ISIN CH1305144482
Symbol SREEWZ
Security 130514448
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
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 7.61%
Premium p.a. 7.02%
Leverage 11.00
Implied volatility 24.98%
Moneyness in-the-money
Leverage 5.6606
Delta 0.5146
Gamma 0.0015
Theta -0.0009
Rho 0.0364
Vega 0.0437
Fair value 0.85
Intrinsic value n.a.
Break-even 120.15
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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