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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305144490 Security: 130514449 Symbol: ZUR2ZZ Life cycle
redeemed

Bid Price 0.001

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 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date18.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -94.75%
Year to date (YTD) n.a.
1 month -90.91%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue480.15
Premium0.02%
Premium p.a.0.71%
Leverage136.65
Implied volatility0.10

Reference data

ISIN CH1305144490
Symbol ZUR2ZZ
Security 130514449
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 480.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 11.03.2024

Key figures

Premium 1.94%
Premium p.a. 70.65%
Leverage 897.90
Implied volatility 9.71%
Moneyness out-of-the-money
Leverage 136.6516
Delta 0.1522
Gamma 0.0006
Theta -0.0017
Rho 0.0004
Vega 0.0034
Fair value 0.01
Intrinsic value n.a.
Break-even 480.53
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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