Inhaltsseite: Home

ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305151552 Security: 130515155 Symbol: ZURSQZ Life cycle
Secondary market

Bid Price 0.83

Ask Price 0.84

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 18.06.2024 02:31:07

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 0.83 0.84
Volume 200'000.00 200'000.00
Date/time 18.06.24 14:31 18.06.24 14:31

Current data

Last price paid 0.79
Change +6.76% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 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 +30.47%
Year to date (YTD) n.a.
1 month +5.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.64
Underlying price on issue471.60
Premium0.05%
Premium p.a.0.06%
Leverage7.60
Implied volatility0.17

Reference data

ISIN CH1305151552
Symbol ZURSQZ
Security 130515155
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 460.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 11.04.2024

Key figures

Premium 4.82%
Premium p.a. 6.21%
Leverage 11.47
Implied volatility 17.07%
Moneyness in-the-money
Leverage 7.6033
Delta 0.6631
Gamma 0.0001
Theta -0.0012
Rho 0.0428
Vega 0.0308
Fair value 0.46
Intrinsic value n.a.
Break-even 501.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading