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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305142387 Security: 130514238 Symbol: SRE0PZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.26
Change +52.94% [ +0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +55.88%
Year to date (YTD) n.a.
1 month +333.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue106.13
Premium0.01%
Premium p.a.0.09%
Leverage15.59
Implied volatility0.18

Reference data

ISIN CH1305142387
Symbol SRE0PZ
Security 130514238
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 106.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 04.03.2024

Key figures

Premium 1.09%
Premium p.a. 9.47%
Leverage 20.77
Implied volatility 17.99%
Moneyness in-the-money
Leverage 15.5911
Delta 0.7505
Gamma 0.0024
Theta -0.0014
Rho 0.0045
Vega 0.0059
Fair value 0.06
Intrinsic value n.a.
Break-even 111.30
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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