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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1305145380 Security: 130514538 Symbol: SRETIZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.30
Change -9.09% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date25.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -44.34%
Year to date (YTD) n.a.
1 month -67.74%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue114.33
Premium0.06%
Premium p.a.0.19%
Leverage12.48
Implied volatility0.20

Reference data

ISIN CH1305145380
Symbol SRETIZ
Security 130514538
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 108.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 18.03.2024

Key figures

Premium 6.50%
Premium p.a. 18.82%
Leverage 38.08
Implied volatility 19.54%
Moneyness out-of-the-money
Leverage 12.4803
Delta -0.3277
Gamma 0.0028
Theta -0.0017
Rho -0.0137
Vega 0.0238
Fair value 0.30
Intrinsic value n.a.
Break-even 105.05
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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