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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1338496701 Security: 133849670 Symbol: ZURHJZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 31.05.2024 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 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.24
Change +20.00% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date13.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +172.22%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue440.85
Premium0.02%
Premium p.a.0.12%
Leverage22.69
Implied volatility0.13

Reference data

ISIN CH1338496701
Symbol ZURHJZ
Security 133849670
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 470.00
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 1.80%
Premium p.a. 11.76%
Leverage 38.67
Implied volatility 13.17%
Moneyness in-the-money
Leverage 22.6855
Delta 0.5867
Gamma 0.0003
Theta -0.0019
Rho 0.0082
Vega 0.0144
Fair value 0.17
Intrinsic value n.a.
Break-even 482.25
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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