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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1338496594 Security: 133849659 Symbol: ZURYAZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 08.08.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.35 0.36
Volume 400'000.00 400'000.00
Date/time 08.08.24 17:15 08.08.24 17:15

Current data

Last price paid 0.31
Change -24.39% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume 8'000.00 Unit
Date/time 08.08.2024 17:15

Life cycle

Fixing19.12.2025
Settlement date13.05.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +4.41%
Year to date (YTD) n.a.
1 month -36.73%
3 months -22.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue440.85
Premium0.13%
Premium p.a.0.09%
Leverage8.09
Implied volatility0.18

Reference data

ISIN CH1338496594
Symbol ZURYAZ
Security 133849659
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 500.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 03.05.2024

Key figures

Premium 12.75%
Premium p.a. 8.88%
Leverage 25.87
Implied volatility 18.19%
Moneyness out-of-the-money
Leverage 8.0870
Delta 0.3126
Gamma 0.0001
Theta -0.0005
Rho 0.0275
Vega 0.0373
Fair value 0.36
Intrinsic value n.a.
Break-even 517.75
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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