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ZKB Call Warrant auf 2024-19.07.2024 Zurich Insurance Group AG
Zurich Insurance Group AG

ISIN: CH1338510147 Security: 133851014 Symbol: ZUR2RZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2024
Key Information Document DE 12.06.2024
Key Information Document EN 12.06.2024
Key Information Document FR 12.06.2024
Key Information Document IT 12.06.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 350'000.00 350'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.17
Change -22.73% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date19.06.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +10.00%
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 price0.15
Underlying price on issue473.65
Premium0.02%
Premium p.a.0.20%
Leverage30.45
Implied volatility0.14

Reference data

ISIN CH1338510147
Symbol ZUR2RZ
Security 133851014
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 480.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 12.06.2024

Key figures

Premium 1.68%
Premium p.a. 20.40%
Leverage 58.21
Implied volatility 14.33%
Moneyness in-the-money
Leverage 30.4483
Delta 0.5231
Gamma 0.0004
Theta -0.0028
Rho 0.0040
Vega 0.0110
Fair value 0.16
Intrinsic value n.a.
Break-even 488.25
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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