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ZKB Put Warrant auf
Swiss Life Holding AG

ISIN: CH1305148855 Security: 130514885 Symbol: SLHPBZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.31 0.32
Volume 375'000.00 375'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.32
Change -3.03% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -31.52%
Year to date (YTD) n.a.
1 month -30.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue629.50
Premium0.09%
Premium p.a.0.11%
Leverage6.88
Implied volatility0.21

Reference data

ISIN CH1305148855
Symbol SLHPBZ
Security 130514885
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 600.00
C/P type put
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 9.45%
Premium p.a. 11.45%
Leverage 19.93
Implied volatility 21.40%
Moneyness out-of-the-money
Leverage 6.8841
Delta -0.3454
Gamma 0.0000
Theta -0.0006
Rho -0.0205
Vega 0.0210
Fair value 0.32
Intrinsic value n.a.
Break-even 568.50
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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