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ZKB Put Warrant auf
Swiss Re AG

ISIN: CH1250716086 Security: 125071608 Symbol: SREKIZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 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 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.88%
Year to date (YTD) -82.35%
1 month n.a.
3 months -62.50%
1 year -94.23%
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue89.10
Premium0.24%
Premium p.a.1.90%
Leverage15.07
Implied volatility0.45

Reference data

ISIN CH1250716086
Symbol SREKIZ
Security 125071608
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 80.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 25
Value day 16.03.2023

Key figures

Premium 23.94%
Premium p.a. 189.95%
Leverage 419.40
Implied volatility 44.54%
Moneyness out-of-the-money
Leverage 15.0697
Delta -0.0359
Gamma 0.0002
Theta -0.0006
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 79.75
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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