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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1268391872 Security: 126839187 Symbol: SRE3ZZ Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 15.05.2024 12:17:22

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 0.43 0.44
Volume 125'000.00 125'000.00
Date/time 15.05.24 12:17 15.05.24 12:17

Current data

Last price paid 0.42
Change -14.29% [ -0.07 ]
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 +50.00%
Year to date (YTD) +121.05%
1 month -14.29%
3 months +7.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue94.44
Premium0.01%
Premium p.a.0.08%
Leverage9.84
Implied volatility0.25

Reference data

ISIN CH1268391872
Symbol SRE3ZZ
Security 126839187
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 96.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 20.09.2023

Key figures

Premium 1.01%
Premium p.a. 8.40%
Leverage 11.91
Implied volatility 25.23%
Moneyness in-the-money
Leverage 9.8355
Delta 0.8256
Gamma 0.0014
Theta -0.0015
Rho 0.0046
Vega 0.0046
Fair value 0.05
Intrinsic value n.a.
Break-even 104.70
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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