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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305148863 Security: 130514886 Symbol: SREMOZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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 0.50 0.51
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.51
Change -3.77% [ -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 date03.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -9.82%
Year to date (YTD) n.a.
1 month +155.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue114.78
Premium0.12%
Premium p.a.0.14%
Leverage8.87
Implied volatility0.19

Reference data

ISIN CH1305148863
Symbol SREMOZ
Security 130514886
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 120.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 25.03.2024

Key figures

Premium 12.00%
Premium p.a. 14.41%
Leverage 22.11
Implied volatility 19.08%
Moneyness out-of-the-money
Leverage 8.8678
Delta 0.4011
Gamma 0.0020
Theta -0.0014
Rho 0.0331
Vega 0.0394
Fair value 0.51
Intrinsic value n.a.
Break-even 125.05
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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