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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305144383 Security: 130514438 Symbol: ZURHFZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 450'000.00

Volume 450'000.00

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 0.27 0.28
Volume 450'000.00 450'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.27
Change +3.85% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -5.17%
Year to date (YTD) n.a.
1 month +58.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue480.15
Premium0.13%
Premium p.a.0.12%
Leverage9.42
Implied volatility0.18

Reference data

ISIN CH1305144383
Symbol ZURHFZ
Security 130514438
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 520.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 11.03.2024

Key figures

Premium 12.68%
Premium p.a. 11.75%
Leverage 34.45
Implied volatility 18.43%
Moneyness out-of-the-money
Leverage 9.4228
Delta 0.2735
Gamma 0.0001
Theta -0.0005
Rho 0.0195
Vega 0.0317
Fair value 0.28
Intrinsic value n.a.
Break-even 533.75
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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