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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1338504959 Security: 133850495 Symbol: SRE47Z Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 20.06.2024 01:08:21

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 0.40 0.41
Volume 200'000.00 200'000.00
Date/time 20.06.24 13:08 20.06.24 13:08

Current data

Last price paid 0.38
Change +2.70% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 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 +12.16%
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 price0.37
Underlying price on issue111.23
Premium0.09%
Premium p.a.0.09%
Leverage6.20
Implied volatility0.25

Reference data

ISIN CH1338504959
Symbol SRE47Z
Security 133850495
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 115.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 22.05.2024

Key figures

Premium 9.16%
Premium p.a. 8.98%
Leverage 13.61
Implied volatility 24.72%
Moneyness out-of-the-money
Leverage 6.1956
Delta 0.4553
Gamma 0.0007
Theta -0.0005
Rho 0.0162
Vega 0.0215
Fair value 0.42
Intrinsic value n.a.
Break-even 123.30
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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