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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305147261 Security: 130514726 Symbol: SREZZZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

Date/time (delayed) 29.05.2024 09:01:25

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 0.13 0.14
Volume 525'000.00 525'000.00
Date/time 29.05.24 09:01 29.05.24 09:01

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -36.11%
Year to date (YTD) n.a.
1 month +100.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue115.80
Premium0.26%
Premium p.a.0.32%
Leverage12.46
Implied volatility0.19

Reference data

ISIN CH1305147261
Symbol SREZZZ
Security 130514726
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 20.03.2024

Key figures

Premium 26.25%
Premium p.a. 31.52%
Leverage 97.22
Implied volatility 18.97%
Moneyness out-of-the-money
Leverage 12.4584
Delta 0.1282
Gamma 0.0011
Theta -0.0007
Rho 0.0110
Vega 0.0213
Fair value 0.12
Intrinsic value n.a.
Break-even 141.15
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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