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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1250716102 Security: 125071610 Symbol: SREFEZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.32
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +150.00%
Year to date (YTD) +540.00%
1 month +326.67%
3 months +100.00%
1 year +166.67%
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue89.10
Premium0.00%
Premium p.a.0.05%
Leverage12.25
Implied volatility0.21

Reference data

ISIN CH1250716102
Symbol SREFEZ
Security 125071610
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 105.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 16.03.2023

Key figures

Premium 0.47%
Premium p.a. 5.32%
Leverage 13.86
Implied volatility 20.51%
Moneyness in-the-money
Leverage 12.2528
Delta 0.8841
Gamma 0.0011
Theta -0.0010
Rho 0.0032
Vega 0.0026
Fair value 0.02
Intrinsic value n.a.
Break-even 113.13
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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