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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305130788 Security: 130513078 Symbol: SREWIZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.01.2024
Key Information Document DE 17.01.2024
Key Information Document EN 17.01.2024
Key Information Document FR 17.01.2024
Key Information Document IT 17.01.2024

Price data

  Bid Ask
Price 0.45 0.46
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.45
Change +25.00% [ +0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date24.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +250.00%
Year to date (YTD) n.a.
1 month +150.00%
3 months +164.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue97.71
Premium0.03%
Premium p.a.0.07%
Leverage8.71
Implied volatility0.20

Reference data

ISIN CH1305130788
Symbol SREWIZ
Security 130513078
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 104.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 17.01.2024

Key figures

Premium 2.72%
Premium p.a. 7.48%
Leverage 12.10
Implied volatility 19.76%
Moneyness in-the-money
Leverage 8.7144
Delta 0.7203
Gamma 0.0013
Theta -0.0010
Rho 0.0128
Vega 0.0112
Fair value 0.15
Intrinsic value n.a.
Break-even 113.10
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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