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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305140431 Security: 130514043 Symbol: ZUR3AZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 10:25:22

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.27 0.29
Volume 200'000.00 200'000.00
Date/time 17.05.24 10:25 17.05.24 10:25

Current data

Last price paid 0.19
Change +171.43% [ +0.12 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date01.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +16.67%
Year to date (YTD) n.a.
1 month +58.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue461.65
Premium0.00%
Premium p.a.0.03%
Leverage31.61
Implied volatility0.11

Reference data

ISIN CH1305140431
Symbol ZUR3AZ
Security 130514043
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 460.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.02.2024

Key figures

Premium 0.08%
Premium p.a. 3.08%
Leverage 33.83
Implied volatility 11.36%
Moneyness in-the-money
Leverage 31.6095
Delta 0.9344
Gamma 0.0003
Theta -0.0013
Rho 0.0024
Vega 0.0018
Fair value 0.01
Intrinsic value n.a.
Break-even 474.00
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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