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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1396315827 Security: 139631582 Symbol: SREWYZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.01.2025
Key Information Document DE 21.01.2025
Key Information Document EN 21.01.2025

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -70.59% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Initial fixing date21.01.2025
Settlement date28.01.2025
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue -98.70%
Year to date (YTD) n.a.
1 month -84.38%
3 months -90.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.15
Underlying price on issue135.30
Premium0.00%
Premium p.a.0.10%
Leverage303.71
Implied volatility0.03

Reference data

ISIN CH1396315827
Symbol SREWYZ
Security 139631582
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 130.00
C/P type put
Subscription ratio 10.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.01.2025

Key figures

Premium 0.46%
Premium p.a. 9.88%
Leverage 869.67
Implied volatility 2.92%
Moneyness out-of-the-money
Leverage 303.7117
Delta -0.3492
Gamma 0.0365
Theta -0.0008
Rho -0.0018
Vega 0.0095
Fair value 0.02
Intrinsic value n.a.
Break-even 129.85
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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