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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305151537 Security: 130515153 Symbol: SREKGZ Life cycle
Secondary market

Bid Price 1.06

Ask Price 1.07

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 29.05.2024 10:43:48

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 1.06 1.07
Volume 100'000.00 100'000.00
Date/time 29.05.24 10:43 29.05.24 10:43

Current data

Last price paid 0.98
Change -2.97% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date18.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +97.17%
Year to date (YTD) n.a.
1 month +133.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue106.13
Premium0.07%
Premium p.a.0.08%
Leverage6.73
Implied volatility0.20

Reference data

ISIN CH1305151537
Symbol SREKGZ
Security 130515153
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.04.2024

Key figures

Premium 6.59%
Premium p.a. 7.94%
Leverage 10.81
Implied volatility 19.97%
Moneyness in-the-money
Leverage 6.7293
Delta 0.6223
Gamma 0.0018
Theta -0.0016
Rho 0.0497
Vega 0.0391
Fair value 0.75
Intrinsic value n.a.
Break-even 120.45
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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