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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305147436 Security: 130514743 Symbol: SREFNZ Life cycle
Secondary market

Bid Price 0.69

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.69 0.70
Volume 125'000.00 125'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.69
Change +2.99% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -14.20%
Year to date (YTD) n.a.
1 month -49.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.81
Underlying price on issue115.83
Premium0.08%
Premium p.a.0.09%
Leverage6.46
Implied volatility0.21

Reference data

ISIN CH1305147436
Symbol SREFNZ
Security 130514743
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 20.03.2024

Key figures

Premium 7.83%
Premium p.a. 9.40%
Leverage 16.09
Implied volatility 21.17%
Moneyness out-of-the-money
Leverage 6.4591
Delta -0.4015
Gamma 0.0018
Theta -0.0011
Rho -0.0432
Vega 0.0395
Fair value 0.70
Intrinsic value n.a.
Break-even 103.05
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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