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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1507482144 Security: 150748214 Symbol: ZURNFZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 02.04.2026 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.01.2026
Key Information Document DE 20.01.2026
Key Information Document EN 20.01.2026

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 02.04.26 17:15 02.04.26 17:15

Current data

Last price paid 0.09
Change +12.50% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.04.2026 17:20

Life cycle

Initial fixing date20.01.2026
Settlement date27.01.2026
Last trading17.04.2026
Final fixing17.04.2026
Currency redemptionCHF

Performance

Perf. since issue -64.81%
Year to date (YTD) n.a.
1 month -66.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue563.60
Premium0.02%
Premium p.a.0.33%
Leverage33.65
Implied volatility0.26

Reference data

ISIN CH1507482144
Symbol ZURNFZ
Security 150748214
Exchange SIX Structured Products
Currency CHF
Expiry 24.04.2026
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 580.00
C/P type call
Subscription ratio 50.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 20.01.2026

Key figures

Premium 1.98%
Premium p.a. 32.83%
Leverage 120.72
Implied volatility 26.40%
Moneyness out-of-the-money
Leverage 33.6492
Delta 0.3094
Gamma 0.0003
Theta -0.0011
Rho 0.0009
Vega 0.0081
Fair value 0.10
Intrinsic value n.a.
Break-even 584.75
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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