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ZKB Put Warrant auf
Swiss Life Holding AG

ISIN: CH1250736340 Security: 125073634 Symbol: SLHZMZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 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 -95.45%
Year to date (YTD) -76.92%
1 month n.a.
3 months -57.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue536.20
Premium0.24%
Premium p.a.1.91%
Leverage16.35
Implied volatility0.39

Reference data

ISIN CH1250736340
Symbol SLHZMZ
Security 125073634
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 500.00
C/P type put
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 23.53%
Premium p.a. 190.82%
Leverage 325.60
Implied volatility 39.32%
Moneyness out-of-the-money
Leverage 16.3480
Delta -0.0502
Gamma 0.0000
Theta -0.0007
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 498.00
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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