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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1268368318 Security: 126836831 Symbol: SREH1Z 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) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.06.2023
Key Information Document DE 05.06.2023
Key Information Document EN 05.06.2023
Key Information Document FR 05.06.2023
Key Information Document IT 05.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 7'000.00 Unit
Date/time 16.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date12.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.22%
Year to date (YTD) -94.74%
1 month -81.82%
3 months -86.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue92.92
Premium0.18%
Premium p.a.1.61%
Leverage19.11
Implied volatility0.36

Reference data

ISIN CH1268368318
Symbol SREH1Z
Security 126836831
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 90.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 05.06.2023

Key figures

Premium 18.48%
Premium p.a. 160.63%
Leverage 440.40
Implied volatility 36.24%
Moneyness out-of-the-money
Leverage 19.1061
Delta -0.0434
Gamma 0.0003
Theta -0.0006
Rho -0.0002
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 89.75
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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