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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1338504819 Security: 133850481 Symbol: SRE7GZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.28 0.29
Volume 350'000.00 350'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.29
Change -6.45% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -5.00%
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 price0.30
Underlying price on issue111.23
Premium0.16%
Premium p.a.0.16%
Leverage6.20
Implied volatility0.21

Reference data

ISIN CH1338504819
Symbol SRE7GZ
Security 133850481
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 22.05.2024

Key figures

Premium 16.14%
Premium p.a. 15.86%
Leverage 19.73
Implied volatility 21.46%
Moneyness out-of-the-money
Leverage 6.2027
Delta -0.3144
Gamma 0.0007
Theta -0.0008
Rho -0.0209
Vega 0.0195
Fair value 0.29
Intrinsic value n.a.
Break-even 94.30
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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