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ZKB Call Warrant auf
RWE AG

ISIN: CH1305147881 Security: 130514788 Symbol: RWECBZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 23.05.2024 05:15:00

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 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.24
Change -4.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +80.77%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue30.73
Premium0.06%
Premium p.a.0.10%
Leverage5.26
Implied volatility0.27

Reference data

ISIN CH1305147881
Symbol RWECBZ
Security 130514788
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 32.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 6.24%
Premium p.a. 9.99%
Leverage 7.28
Implied volatility 26.65%
Moneyness in-the-money
Leverage 5.2573
Delta 0.7218
Gamma 0.0023
Theta -0.0004
Rho 0.0063
Vega 0.0045
Fair value 0.11
Intrinsic value n.a.
Break-even 36.75
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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