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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305145323 Security: 130514532 Symbol: SREKBZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date25.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) n.a.
1 month -86.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue114.33
Premium0.09%
Premium p.a.0.80%
Leverage40.79
Implied volatility0.17

Reference data

ISIN CH1305145323
Symbol SREKBZ
Security 130514532
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 120.00
C/P type call
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 9.17%
Premium p.a. 79.72%
Leverage 550.50
Implied volatility 16.80%
Moneyness out-of-the-money
Leverage 40.7886
Delta 0.0741
Gamma 0.0022
Theta -0.0011
Rho 0.0009
Vega 0.0052
Fair value 0.02
Intrinsic value n.a.
Break-even 120.20
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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