Inhaltsseite: Home

ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1268391823 Security: 126839182 Symbol: SRE8OZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.32
Change +14.29% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +195.45%
Year to date (YTD) +433.33%
1 month +190.91%
3 months +113.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue94.44
Premium0.04%
Premium p.a.0.12%
Leverage10.41
Implied volatility0.20

Reference data

ISIN CH1268391823
Symbol SRE8OZ
Security 126839182
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 20.09.2023

Key figures

Premium 3.97%
Premium p.a. 11.50%
Leverage 17.24
Implied volatility 19.58%
Moneyness in-the-money
Leverage 10.4079
Delta 0.6038
Gamma 0.0015
Theta -0.0011
Rho 0.0106
Vega 0.0127
Fair value 0.22
Intrinsic value n.a.
Break-even 116.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading