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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305148848 Security: 130514884 Symbol: SREESZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.06.2024 03:34:54

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 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.06.24 15:34 17.06.24 14:55

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.41%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue114.78
Premium0.08%
Premium p.a.2.49%
Leverage58.96
Implied volatility0.25

Reference data

ISIN CH1305148848
Symbol SREESZ
Security 130514884
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 118.00
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 7.51%
Premium p.a. 249.05%
Leverage 1'156.32
Implied volatility 24.52%
Moneyness out-of-the-money
Leverage 58.9611
Delta 0.0510
Gamma 0.0022
Theta -0.0021
Rho 0.0002
Vega 0.0020
Fair value 0.01
Intrinsic value n.a.
Break-even 118.10
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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