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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1250730012 Security: 125073001 Symbol: SRELLZ Life cycle
Secondary market

Bid Price 0.55

Ask Price 0.56

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

Price data

  Bid Ask
Price 0.55 0.56
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.55
Change +14.58% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.05.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +152.27%
Year to date (YTD) +223.53%
1 month +83.33%
3 months +111.54%
1 year +161.90%
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue89.38
Premium0.03%
Premium p.a.0.05%
Leverage6.07
Implied volatility0.21

Reference data

ISIN CH1250730012
Symbol SRELLZ
Security 125073001
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 04.05.2023

Key figures

Premium 3.43%
Premium p.a. 5.35%
Leverage 7.94
Implied volatility 20.81%
Moneyness in-the-money
Leverage 6.0700
Delta 0.7649
Gamma 0.0007
Theta -0.0006
Rho 0.0180
Vega 0.0108
Fair value 0.15
Intrinsic value n.a.
Break-even 113.88
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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