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ZKB Call Warrant auf
RWE AG

ISIN: CH1281050661 Security: 128105066 Symbol: RWECHZ 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) 14.05.2024 02:07:28

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 14:07 14.05.24 14:07

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 20.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.29%
Year to date (YTD) -87.50%
1 month -72.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue40.64
Premium0.21%
Premium p.a.1.71%
Leverage14.51
Implied volatility0.42

Reference data

ISIN CH1281050661
Symbol RWECHZ
Security 128105066
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 42.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 21.05%
Premium p.a. 170.72%
Leverage 114.16
Implied volatility 41.98%
Moneyness out-of-the-money
Leverage 14.5106
Delta 0.1271
Gamma 0.0021
Theta -0.0006
Rho 0.0002
Vega 0.0013
Fair value 0.02
Intrinsic value n.a.
Break-even 42.31
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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