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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305145356 Security: 130514535 Symbol: SREVXZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 04.06.2024 05:15:01

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 1'000'000.00 500'000.00
Date/time 04.06.24 17:15 04.06.24 17:15

Current data

Last price paid 0.06
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.06.2024 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 -45.00%
Year to date (YTD) n.a.
1 month +71.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue114.33
Premium0.26%
Premium p.a.0.44%
Leverage16.02
Implied volatility0.19

Reference data

ISIN CH1305145356
Symbol SREVXZ
Security 130514535
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 140.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 18.03.2024

Key figures

Premium 26.00%
Premium p.a. 43.93%
Leverage 202.82
Implied volatility 19.05%
Moneyness out-of-the-money
Leverage 16.0183
Delta 0.0790
Gamma 0.0009
Theta -0.0006
Rho 0.0049
Vega 0.0126
Fair value 0.06
Intrinsic value n.a.
Break-even 140.55
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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