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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305151669 Security: 130515166 Symbol: SREMRZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 29.05.2024 09:54:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.04.2024
Key Information Document DE 12.04.2024
Key Information Document EN 12.04.2024
Key Information Document FR 12.04.2024
Key Information Document IT 12.04.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 400'000.00 400'000.00
Date/time 29.05.24 09:54 29.05.24 09:54

Current data

Last price paid 0.21
Change -4.55% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date19.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -53.41%
Year to date (YTD) n.a.
1 month -52.27%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue106.70
Premium0.20%
Premium p.a.0.24%
Leverage7.85
Implied volatility0.25

Reference data

ISIN CH1305151669
Symbol SREMRZ
Security 130515166
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 92.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 12.04.2024

Key figures

Premium 20.04%
Premium p.a. 24.15%
Leverage 54.88
Implied volatility 24.64%
Moneyness out-of-the-money
Leverage 7.8483
Delta -0.1430
Gamma 0.0009
Theta -0.0009
Rho -0.0150
Vega 0.0231
Fair value 0.21
Intrinsic value n.a.
Break-even 89.95
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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