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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1338504843 Security: 133850484 Symbol: SRE06Z Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 20.06.2024 01:06:43

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 0.37 0.38
Volume 275'000.00 275'000.00
Date/time 20.06.24 13:06 20.06.24 13:06

Current data

Last price paid 0.40
Change -2.44% [ -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 -8.75%
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 price0.40
Underlying price on issue111.23
Premium0.14%
Premium p.a.0.13%
Leverage5.91
Implied volatility0.21

Reference data

ISIN CH1338504843
Symbol SRE06Z
Security 133850484
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 105.00
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 13.69%
Premium p.a. 13.42%
Leverage 15.51
Implied volatility 20.68%
Moneyness out-of-the-money
Leverage 5.9102
Delta -0.3811
Gamma 0.0008
Theta -0.0008
Rho -0.0257
Vega 0.0209
Fair value 0.37
Intrinsic value n.a.
Break-even 97.70
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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