Inhaltsseite: Home

ZKB Put Warrant auf
Swiss Life Holding AG

ISIN: CH1305152246 Security: 130515224 Symbol: SLHL8Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:09:36

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:09 29.05.24 09:09

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date24.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) n.a.
1 month -81.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue616.80
Premium0.09%
Premium p.a.1.15%
Leverage31.51
Implied volatility0.24

Reference data

ISIN CH1305152246
Symbol SLHL8Z
Security 130515224
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 570.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 17.04.2024

Key figures

Premium 9.47%
Premium p.a. 115.27%
Leverage 418.67
Implied volatility 24.30%
Moneyness out-of-the-money
Leverage 31.5103
Delta -0.0753
Gamma 0.0000
Theta -0.0010
Rho -0.0004
Vega 0.0025
Fair value 0.02
Intrinsic value n.a.
Break-even 568.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading