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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1281051925 Security: 128105192 Symbol: SRE88Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 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 0.01 0.02
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 0.02
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.44%
Year to date (YTD) -94.44%
1 month -81.82%
3 months -86.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue98.81
Premium0.15%
Premium p.a.1.29%
Leverage21.42
Implied volatility0.31

Reference data

ISIN CH1281051925
Symbol SRE88Z
Security 128105192
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 94.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 12.12.2023

Key figures

Premium 14.90%
Premium p.a. 129.45%
Leverage 367.00
Implied volatility 31.01%
Moneyness out-of-the-money
Leverage 21.4180
Delta -0.0584
Gamma 0.0005
Theta -0.0008
Rho -0.0004
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 93.70
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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