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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1338496651 Security: 133849665 Symbol: SREITZ Life cycle
Secondary market

Bid Price 0.66

Ask Price 0.67

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.66 0.67
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.67
Change -2.90% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date13.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +95.59%
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 price0.34
Underlying price on issue100.18
Premium0.06%
Premium p.a.0.05%
Leverage4.96
Implied volatility0.27

Reference data

ISIN CH1338496651
Symbol SREITZ
Security 133849665
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 105.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 03.05.2024

Key figures

Premium 5.96%
Premium p.a. 5.49%
Leverage 8.39
Implied volatility 26.89%
Moneyness in-the-money
Leverage 4.9556
Delta 0.5903
Gamma 0.0007
Theta -0.0005
Rho 0.0192
Vega 0.0211
Fair value 0.33
Intrinsic value n.a.
Break-even 118.30
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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