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ZKB Call Warrant auf 2024-18.10.2024 Swiss Re AG
Swiss Re AG

ISIN: CH1371014486 Security: 137101448 Symbol: SREE0Z Life cycle
gray-market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 23.08.2024 05:15:01

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Product Download

Security PDF for download Publication date
Termsheet 19.08.2024
Key Information Document DE 19.08.2024
Key Information Document EN 19.08.2024

Price data

  Bid Ask
Price 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.48
Change +29.73% [ +0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.08.2024 17:20

Life cycle

Fixing18.10.2024
Settlement date26.08.2024
Last trading18.10.2024
Final fixing18.10.2024
Currency redemptionCHF

Performance

Perf. since issue +203.13%
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 price0.16
Underlying price on issue109.93
Premium0.02%
Premium p.a.0.14%
Leverage14.82
Implied volatility0.19

Reference data

ISIN CH1371014486
Symbol SREE0Z
Security 137101448
Exchange SIX Structured Products
Currency CHF
Expiry 25.10.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 116.00
C/P type call
Subscription ratio 10.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.08.2024

Key figures

Premium 2.46%
Premium p.a. 14.24%
Leverage 24.32
Implied volatility 18.86%
Moneyness in-the-money
Leverage 14.8178
Delta 0.6093
Gamma 0.0041
Theta -0.0030
Rho 0.0116
Vega 0.0188
Fair value 0.29
Intrinsic value n.a.
Break-even 120.85
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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