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ZKB Call Warrant auf
RWE AG

ISIN: CH1268384620 Security: 126838462 Symbol: RWEH4Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 0.01 0.02
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 26.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.67%
Year to date (YTD) -90.63%
1 month -57.14%
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue38.63
Premium0.17%
Premium p.a.1.35%
Leverage16.16
Implied volatility0.36

Reference data

ISIN CH1268384620
Symbol RWEH4Z
Security 126838462
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 40.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.08.2023

Key figures

Premium 16.97%
Premium p.a. 134.62%
Leverage 112.47
Implied volatility 36.00%
Moneyness out-of-the-money
Leverage 16.1622
Delta 0.1437
Gamma 0.0026
Theta -0.0006
Rho 0.0003
Vega 0.0014
Fair value 0.02
Intrinsic value n.a.
Break-even 40.31
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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