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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1268391922 Security: 126839192 Symbol: SREOOZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 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 0.03 0.04
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 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -89.39%
Year to date (YTD) -84.62%
1 month -60.00%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue94.44
Premium0.21%
Premium p.a.0.57%
Leverage12.12
Implied volatility0.28

Reference data

ISIN CH1268391922
Symbol SREOOZ
Security 126839192
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 88.00
C/P type put
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 20.71%
Premium p.a. 56.83%
Leverage 157.29
Implied volatility 28.38%
Moneyness out-of-the-money
Leverage 12.1156
Delta -0.0770
Gamma 0.0004
Theta -0.0005
Rho -0.0017
Vega 0.0048
Fair value 0.04
Intrinsic value n.a.
Break-even 87.30
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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