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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305151545 Security: 130515154 Symbol: SRE0BZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

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Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.80%
Year to date (YTD) n.a.
1 month -75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue106.13
Premium0.12%
Premium p.a.6.44%
Leverage34.87
Implied volatility0.52

Reference data

Key figures

Premium 12.36%
Premium p.a. 644.43%
Leverage 1'063.81
Implied volatility 52.27%
Moneyness out-of-the-money
Leverage 34.8666
Delta -0.0328
Gamma 0.0009
Theta -0.0038
Rho -0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 97.90
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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