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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1268378804 Security: 126837880 Symbol: SRE7OZ 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) 15.05.2024 09:01:35

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.07.2023
Key Information Document DE 20.07.2023
Key Information Document EN 20.07.2023
Key Information Document FR 20.07.2023
Key Information Document IT 20.07.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 09:01 15.05.24 09:01

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 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.65%
Year to date (YTD) -87.50%
1 month n.a.
3 months -70.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue91.58
Premium0.19%
Premium p.a.1.60%
Leverage18.08
Implied volatility0.37

Reference data

ISIN CH1268378804
Symbol SRE7OZ
Security 126837880
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 84.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 20.07.2023

Key figures

Premium 19.32%
Premium p.a. 160.23%
Leverage 415.20
Implied volatility 37.29%
Moneyness out-of-the-money
Leverage 18.0767
Delta -0.0435
Gamma 0.0003
Theta -0.0005
Rho -0.0002
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 83.75
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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