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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1338499440 Security: 133849944 Symbol: SLHPOZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.14
Change -6.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +3.85%
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 price0.13
Underlying price on issue632.90
Premium0.01%
Premium p.a.0.19%
Leverage29.38
Implied volatility0.16

Reference data

ISIN CH1338499440
Symbol SLHPOZ
Security 133849944
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 630.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 06.05.2024

Key figures

Premium 1.08%
Premium p.a. 18.84%
Leverage 47.16
Implied volatility 15.71%
Moneyness in-the-money
Leverage 29.3755
Delta 0.6229
Gamma 0.0002
Theta -0.0023
Rho 0.0022
Vega 0.0058
Fair value 0.07
Intrinsic value n.a.
Break-even 643.50
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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