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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305145414 Security: 130514541 Symbol: SREHOZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.24 0.25
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.25
Change -7.41% [ -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 date25.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -37.18%
Year to date (YTD) n.a.
1 month -59.68%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue114.33
Premium0.08%
Premium p.a.0.14%
Leverage8.14
Implied volatility0.21

Reference data

ISIN CH1305145414
Symbol SREHOZ
Security 130514541
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 18.03.2024

Key figures

Premium 8.37%
Premium p.a. 13.89%
Leverage 23.41
Implied volatility 21.47%
Moneyness out-of-the-money
Leverage 8.1370
Delta -0.3476
Gamma 0.0010
Theta -0.0007
Rho -0.0135
Vega 0.0164
Fair value 0.25
Intrinsic value n.a.
Break-even 105.10
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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