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ZKB Put Warrant auf
Swiss Life Holding AG

ISIN: CH1268386955 Security: 126838695 Symbol: SLHFRZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 02:01:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.09.2023
Key Information Document DE 06.09.2023
Key Information Document EN 06.09.2023
Key Information Document FR 06.09.2023
Key Information Document IT 06.09.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 14:01 15.05.24 14:01

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.74%
Year to date (YTD) -83.33%
1 month -42.86%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue564.80
Premium0.18%
Premium p.a.1.50%
Leverage21.58
Implied volatility0.29

Reference data

ISIN CH1268386955
Symbol SLHFRZ
Security 126838695
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 540.00
C/P type put
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 06.09.2023

Key figures

Premium 18.04%
Premium p.a. 149.63%
Leverage 328.20
Implied volatility 29.21%
Moneyness out-of-the-money
Leverage 21.5797
Delta -0.0658
Gamma 0.0000
Theta -0.0007
Rho -0.0003
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 538.00
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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