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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1250736357 Security: 125073635 Symbol: SLHK5Z Life cycle
Secondary market

Bid Price 0.52

Ask Price 0.53

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.52 0.53
Volume 250'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.52
Change +1.96% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +118.75%
Year to date (YTD) +108.00%
1 month +36.84%
3 months +26.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue536.20
Premium0.00%
Premium p.a.0.01%
Leverage5.69
Implied volatility0.58

Reference data

ISIN CH1250736357
Symbol SLHK5Z
Security 125073635
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 550.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 19.05.2023

Key figures

Premium 0.12%
Premium p.a. 1.01%
Leverage 6.23
Implied volatility 57.66%
Moneyness in-the-money
Leverage 5.6950
Delta 0.9141
Gamma 0.0000
Theta -0.0003
Rho 0.0005
Vega 0.0013
Fair value 0.00
Intrinsic value n.a.
Break-even 655.00
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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