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ZKB Call Warrant auf
RWE AG

ISIN: CH1281036058 Security: 128103605 Symbol: RWE0CZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 850'000.00 425'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.055
Change +22.22% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -60.00%
Year to date (YTD) -81.03%
1 month +175.00%
3 months +37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue34.34
Premium0.05%
Premium p.a.0.38%
Leverage14.29
Implied volatility0.27

Reference data

ISIN CH1281036058
Symbol RWE0CZ
Security 128103605
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 36.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 4.56%
Premium p.a. 37.80%
Leverage 29.12
Implied volatility 27.02%
Moneyness out-of-the-money
Leverage 14.2935
Delta 0.4908
Gamma 0.0061
Theta -0.0008
Rho 0.0010
Vega 0.0024
Fair value 0.06
Intrinsic value n.a.
Break-even 37.22
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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