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ZKB Call Warrant auf Swiss Re N
Swiss Re AG

ISIN: CH1235745812 Security: 123574581 Symbol: SRELOZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.12.2022
Key Information Document DE 05.12.2022
Key Information Document EN 05.12.2022
Key Information Document FR 05.12.2022
Key Information Document IT 05.12.2022

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.21
Change +10.53% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.12.2022
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +115.00%
Year to date (YTD) +147.06%
1 month -34.38%
3 months -4.55%
1 year +23.53%
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue85.16
Premium0.02%
Premium p.a.0.13%
Leverage13.62
Implied volatility0.22

Reference data

ISIN CH1235745812
Symbol SRELOZ
Security 123574581
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 05.12.2022

Key figures

Premium 1.62%
Premium p.a. 13.40%
Leverage 19.29
Implied volatility 21.69%
Moneyness in-the-money
Leverage 13.6180
Delta 0.7059
Gamma 0.0018
Theta -0.0013
Rho 0.0033
Vega 0.0050
Fair value 0.07
Intrinsic value n.a.
Break-even 105.38
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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