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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1268391765 Security: 126839176 Symbol: SLHKAZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.32
Change +10.34% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +47.73%
Year to date (YTD) +146.15%
1 month +100.00%
3 months +14.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue573.00
Premium0.00%
Premium p.a.0.02%
Leverage15.88
Implied volatility0.27

Reference data

ISIN CH1268391765
Symbol SLHKAZ
Security 126839176
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 620.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.09.2023

Key figures

Premium 0.20%
Premium p.a. 1.62%
Leverage 20.04
Implied volatility 27.46%
Moneyness in-the-money
Leverage 15.8811
Delta 0.7926
Gamma 0.0002
Theta -0.0004
Rho 0.0011
Vega 0.0046
Fair value 0.01
Intrinsic value n.a.
Break-even 652.50
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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