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ZKB Call Warrant auf
Zurich Insurance Group AG

ISIN: CH1305144508 Security: 130514450 Symbol: ZUR80Z Life cycle
Secondary market

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 24.04.2024 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 -85.00%
Year to date (YTD) n.a.
1 month -83.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue480.15
Premium0.06%
Premium p.a.2.26%
Leverage61.96
Implied volatility0.23

Reference data

ISIN CH1305144508
Symbol ZUR80Z
Security 130514450
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Zurich Insur Gr N, CH0011075394
Underlying ISIN CH0011075394
Strike 500.00
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 6.18%
Premium p.a. 225.51%
Leverage 897.90
Implied volatility 23.27%
Moneyness out-of-the-money
Leverage 61.9553
Delta 0.0690
Gamma 0.0001
Theta -0.0023
Rho 0.0002
Vega 0.0020
Fair value 0.01
Intrinsic value n.a.
Break-even 500.53
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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