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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1281051917 Security: 128105191 Symbol: SRE6VZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

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Product Download

Security PDF for download Publication date
Termsheet 12.12.2023
Key Information Document DE 12.12.2023
Key Information Document EN 12.12.2023
Key Information Document FR 12.12.2023
Key Information Document IT 12.12.2023

Price data

  Bid Ask
Price 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.31
Change +47.62% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date19.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +142.31%
Year to date (YTD) +313.33%
1 month +210.00%
3 months +181.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue98.81
Premium0.04%
Premium p.a.0.10%
Leverage10.65
Implied volatility0.18

Reference data

ISIN CH1281051917
Symbol SRE6VZ
Security 128105191
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 108.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 12.12.2023

Key figures

Premium 3.81%
Premium p.a. 10.47%
Leverage 17.48
Implied volatility 18.45%
Moneyness in-the-money
Leverage 10.6541
Delta 0.6096
Gamma 0.0016
Theta -0.0010
Rho 0.0111
Vega 0.0128
Fair value 0.21
Intrinsic value n.a.
Break-even 114.30
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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