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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305139177 Security: 130513917 Symbol: ZUR5ZZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date28.02.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -94.47%
Year to date (YTD) n.a.
1 month -97.30%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue444.80
Premium0.01%
Premium p.a.0.75%
Leverage159.71
Implied volatility0.10

Reference data

ISIN CH1305139177
Symbol ZUR5ZZ
Security 130513917
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 450.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 21.02.2024

Key figures

Premium 1.45%
Premium p.a. 75.44%
Leverage 845.90
Implied volatility 9.62%
Moneyness out-of-the-money
Leverage 159.7063
Delta 0.1888
Gamma 0.0008
Theta -0.0022
Rho 0.0003
Vega 0.0031
Fair value 0.01
Intrinsic value n.a.
Break-even 450.53
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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