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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1507486673 Security: 150748667 Symbol: SRE5RZ Life cycle
Secondary market

Bid Price 0.94

Ask Price 0.95

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.01.2026
Key Information Document DE 27.01.2026
Key Information Document EN 27.01.2026

Price data

  Bid Ask
Price 0.94 0.95
Volume 150'000.00 150'000.00
Date/time 02.04.26 17:15 02.04.26 17:15

Current data

Last price paid 0.94
Change +2.17% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.04.2026 17:20

Life cycle

Initial fixing date27.01.2026
Settlement date03.02.2026
Last trading17.12.2027
Final fixing17.12.2027
Currency redemptionCHF

Performance

Perf. since issue +41.04%
Year to date (YTD) n.a.
1 month -6.93%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.67
Underlying price on issue122.88
Premium0.05%
Premium p.a.0.03%
Leverage4.26
Implied volatility0.28

Reference data

ISIN CH1507486673
Symbol SRE5RZ
Security 150748667
Exchange SIX Structured Products
Currency CHF
Expiry 27.12.2027
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 27.01.2026

Key figures

Premium 4.79%
Premium p.a. 2.73%
Leverage 7.01
Implied volatility 28.16%
Moneyness in-the-money
Leverage 4.2615
Delta 0.5802
Gamma 0.0006
Theta -0.0003
Rho 0.0263
Vega 0.0283
Fair value 0.32
Intrinsic value n.a.
Break-even 138.90
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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