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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305144375 Security: 130514437 Symbol: SRE57Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.12
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date18.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -72.62%
Year to date (YTD) n.a.
1 month -76.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue109.25
Premium0.14%
Premium p.a.0.42%
Leverage13.53
Implied volatility0.24

Reference data

ISIN CH1305144375
Symbol SRE57Z
Security 130514437
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
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 13.82%
Premium p.a. 42.38%
Leverage 99.74
Implied volatility 24.10%
Moneyness out-of-the-money
Leverage 13.5336
Delta -0.1357
Gamma 0.0014
Theta -0.0014
Rho -0.0054
Vega 0.0142
Fair value 0.12
Intrinsic value n.a.
Break-even 98.85
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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