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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1281047998 Security: 128104799 Symbol: SREZSZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.12.2023
Key Information Document DE 07.12.2023
Key Information Document EN 07.12.2023
Key Information Document FR 07.12.2023
Key Information Document IT 07.12.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) -76.00%
1 month -50.00%
3 months -53.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue98.73
Premium0.25%
Premium p.a.0.39%
Leverage8.75
Implied volatility0.28

Reference data

ISIN CH1281047998
Symbol SREZSZ
Security 128104799
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 84.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 07.12.2023

Key figures

Premium 24.70%
Premium p.a. 38.54%
Leverage 100.09
Implied volatility 28.19%
Moneyness out-of-the-money
Leverage 8.7479
Delta -0.0874
Gamma 0.0003
Theta -0.0004
Rho -0.0034
Vega 0.0070
Fair value 0.06
Intrinsic value n.a.
Break-even 82.90
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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