| 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 | |
| Initial fixing date | 27.01.2026 |
| Settlement date | 03.02.2026 |
| Last trading | 17.12.2027 |
| Final fixing | 17.12.2027 |
| Currency redemption | CHF |
| 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. |
| Issue price | 0.67 |
| Underlying price on issue | 122.88 |
| Premium | 0.05% |
| Premium p.a. | 0.03% |
| Leverage | 4.26 |
| Implied volatility | 0.28 |
| 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 |
| 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. |
| SSPA derivative category | Leverage |
| SSPA code | Warrant (2100) |
| Name | Price |
|---|---|
| KUEHNE & NAGEL | 187.25 |
| SWISSCOM N | 671.50 |
| ZURICH INSURANCE | 570.80 |
| Alcon AG | 60.32 |
| Swiss Re | 132.30 |