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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305145372 Security: 130514537 Symbol: SREE1Z Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 17.06.2024 04:56:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.05 0.06
Volume 925'000.00 475'000.00
Date/time 17.06.24 16:56 17.06.24 16:56

Current data

Last price paid 0.10
Change +100.00% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date25.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) n.a.
1 month -81.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue114.33
Premium0.02%
Premium p.a.0.73%
Leverage48.13
Implied volatility0.19

Reference data

ISIN CH1305145372
Symbol SREE1Z
Security 130514537
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 108.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 18.03.2024

Key figures

Premium 2.19%
Premium p.a. 72.59%
Leverage 156.71
Implied volatility 18.63%
Moneyness out-of-the-money
Leverage 48.1311
Delta -0.3071
Gamma 0.0098
Theta -0.0056
Rho -0.0010
Vega 0.0067
Fair value 0.07
Intrinsic value n.a.
Break-even 107.30
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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