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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1338501252 Security: 133850125 Symbol: SREMNZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 29.05.2024 09:06:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.22 0.23
Volume 225'000.00 225'000.00
Date/time 29.05.24 09:06 29.05.24 09:06

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -47.78%
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 price0.45
Underlying price on issue105.53
Premium0.08%
Premium p.a.0.24%
Leverage12.73
Implied volatility0.21

Reference data

ISIN CH1338501252
Symbol SREMNZ
Security 133850125
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 105.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 13.05.2024

Key figures

Premium 8.18%
Premium p.a. 24.49%
Leverage 47.57
Implied volatility 20.93%
Moneyness out-of-the-money
Leverage 12.7340
Delta -0.2677
Gamma 0.0024
Theta -0.0017
Rho -0.0108
Vega 0.0213
Fair value 0.24
Intrinsic value n.a.
Break-even 102.65
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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