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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1281034152 Security: 128103415 Symbol: SRE3VZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 17.05.2024 05:15:00

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Product Download

Security PDF for download Publication date
Termsheet 16.10.2023
Key Information Document DE 16.10.2023
Key Information Document EN 16.10.2023
Key Information Document FR 16.10.2023
Key Information Document IT 16.10.2023

Price data

  Bid Ask
Price 0.075 0.085
Volume 725'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.075
Change +50.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue 0.00%
Year to date (YTD) +150.00%
1 month +114.29%
3 months +87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue98.12
Premium0.10%
Premium p.a.0.29%
Leverage16.69
Implied volatility0.18

Reference data

ISIN CH1281034152
Symbol SRE3VZ
Security 128103415
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 16.10.2023

Key figures

Premium 10.45%
Premium p.a. 28.66%
Leverage 68.81
Implied volatility 17.72%
Moneyness out-of-the-money
Leverage 16.6892
Delta 0.2425
Gamma 0.0013
Theta -0.0007
Rho 0.0046
Vega 0.0104
Fair value 0.08
Intrinsic value n.a.
Break-even 121.60
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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