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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1338505758 Security: 133850575 Symbol: ZURK8Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 575'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.05.2024
Key Information Document DE 23.05.2024
Key Information Document EN 23.05.2024
Key Information Document FR 23.05.2024
Key Information Document IT 23.05.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 575'000.00 575'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.20
Change -9.09% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date30.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -2.50%
Year to date (YTD) n.a.
1 month +11.11%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue473.80
Premium0.15%
Premium p.a.0.14%
Leverage10.56
Implied volatility0.18

Reference data

ISIN CH1338505758
Symbol ZURK8Z
Security 133850575
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 540.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.05.2024

Key figures

Premium 14.51%
Premium p.a. 14.47%
Leverage 49.24
Implied volatility 18.12%
Moneyness out-of-the-money
Leverage 10.5648
Delta 0.2146
Gamma 0.0001
Theta -0.0005
Rho 0.0148
Vega 0.0273
Fair value 0.20
Intrinsic value n.a.
Break-even 549.75
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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