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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1305148830 Security: 130514883 Symbol: SLHQUZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.25 0.26
Volume 350'000.00 350'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.26
Change -3.70% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date03.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +10.87%
Year to date (YTD) n.a.
1 month +52.94%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue629.50
Premium0.12%
Premium p.a.0.14%
Leverage9.53
Implied volatility0.18

Reference data

ISIN CH1305148830
Symbol SLHQUZ
Security 130514883
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 680.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 25.03.2024

Key figures

Premium 11.81%
Premium p.a. 14.18%
Leverage 24.75
Implied volatility 17.97%
Moneyness out-of-the-money
Leverage 9.5250
Delta 0.3849
Gamma 0.0000
Theta -0.0007
Rho 0.0181
Vega 0.0220
Fair value 0.26
Intrinsic value n.a.
Break-even 705.50
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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