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ZKB Put Warrant auf
Swiss Life Holding AG

ISIN: CH1396316007 Security: 139631600 Symbol: SLH5RZ 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 -25.00% [ -0.01 ]
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 -97.81%
Year to date (YTD) n.a.
1 month -40.00%
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue720.20
Premium0.25%
Premium p.a.5.41%
Leverage17.73
Implied volatility0.68

Reference data

ISIN CH1396316007
Symbol SLH5RZ
Security 139631600
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 680.00
C/P type put
Subscription ratio 100.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 21.01.2025

Key figures

Premium 25.18%
Premium p.a. 540.55%
Leverage 864.19
Implied volatility 67.80%
Moneyness out-of-the-money
Leverage 17.7294
Delta -0.0205
Gamma 0.0000
Theta -0.0018
Rho -0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 678.95
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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