Inhaltsseite: Home

ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1338505097 Security: 133850509 Symbol: ZURMOZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 800'000.00

Volume 800'000.00

Date/time (delayed) 27.06.2024 05:15:00

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 0.13 0.14
Volume 800'000.00 800'000.00
Date/time 27.06.24 17:15 27.06.24 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 26.06.2024 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 -3.57%
Year to date (YTD) n.a.
1 month +16.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue473.65
Premium0.18%
Premium p.a.0.18%
Leverage11.48
Implied volatility0.18

Reference data

ISIN CH1338505097
Symbol ZURMOZ
Security 133850509
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 560.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 22.05.2024

Key figures

Premium 18.05%
Premium p.a. 18.05%
Leverage 71.13
Implied volatility 17.73%
Moneyness out-of-the-money
Leverage 11.4822
Delta 0.1614
Gamma 0.0001
Theta -0.0004
Rho 0.0116
Vega 0.0230
Fair value 0.14
Intrinsic value n.a.
Break-even 566.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading