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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305130374 Security: 130513037 Symbol: SREYSZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.01.2024
Key Information Document DE 10.01.2024
Key Information Document EN 10.01.2024
Key Information Document FR 10.01.2024
Key Information Document IT 10.01.2024

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.35
Change +6.06% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +86.84%
Year to date (YTD) n.a.
1 month -28.57%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue96.72
Premium0.01%
Premium p.a.0.10%
Leverage11.36
Implied volatility0.24

Reference data

ISIN CH1305130374
Symbol SREYSZ
Security 130513037
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 98.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 10.01.2024

Key figures

Premium 1.25%
Premium p.a. 10.39%
Leverage 14.62
Implied volatility 23.57%
Moneyness in-the-money
Leverage 11.3622
Delta 0.7772
Gamma 0.0018
Theta -0.0016
Rho 0.0044
Vega 0.0054
Fair value 0.07
Intrinsic value n.a.
Break-even 105.10
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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