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ZKB Put Warrant auf
Zurich Insurance Group AG

ISIN: CH1305151677 Security: 130515167 Symbol: ZURR7Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 950'000.00

Volume 950'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.14 0.15
Volume 950'000.00 950'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.15
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -48.21%
Year to date (YTD) n.a.
1 month -48.28%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue451.30
Premium0.17%
Premium p.a.0.19%
Leverage9.54
Implied volatility0.20

Reference data

ISIN CH1305151677
Symbol ZURR7Z
Security 130515167
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 400.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 12.04.2024

Key figures

Premium 16.76%
Premium p.a. 19.41%
Leverage 65.08
Implied volatility 20.12%
Moneyness out-of-the-money
Leverage 9.5426
Delta -0.1467
Gamma 0.0001
Theta -0.0006
Rho -0.0132
Vega 0.0201
Fair value 0.15
Intrinsic value n.a.
Break-even 392.75
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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