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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1305148764 Security: 130514876 Symbol: SLHSNZ Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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 0.41 0.42
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.41
Change +5.13% [ +0.02 ]
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 +12.16%
Year to date (YTD) n.a.
1 month +41.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue629.50
Premium0.09%
Premium p.a.0.10%
Leverage7.87
Implied volatility0.19

Reference data

ISIN CH1305148764
Symbol SLHSNZ
Security 130514876
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 640.00
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 8.55%
Premium p.a. 10.37%
Leverage 15.13
Implied volatility 19.04%
Moneyness out-of-the-money
Leverage 7.8725
Delta 0.5204
Gamma 0.0000
Theta -0.0008
Rho 0.0235
Vega 0.0227
Fair value 0.42
Intrinsic value n.a.
Break-even 681.50
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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