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ZKB Call Warrant auf
Swiss Life Holding AG

ISIN: CH1305134152 Security: 130513415 Symbol: SLH2AZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 16.05.2024 11:52:54

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.01.2024
Key Information Document DE 29.01.2024
Key Information Document EN 29.01.2024
Key Information Document FR 29.01.2024
Key Information Document IT 29.01.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 16.05.24 11:52 16.05.24 11:52

Current data

Last price paid 0.045
Change +28.57% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -33.33%
Year to date (YTD) n.a.
1 month -18.18%
3 months -52.63%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue612.40
Premium0.01%
Premium p.a.0.08%
Leverage41.23
Implied volatility0.16

Reference data

ISIN CH1305134152
Symbol SLH2AZ
Security 130513415
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 660.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 29.01.2024

Key figures

Premium 1.00%
Premium p.a. 8.50%
Leverage 109.90
Implied volatility 15.94%
Moneyness out-of-the-money
Leverage 41.2263
Delta 0.3751
Gamma 0.0002
Theta -0.0002
Rho 0.0011
Vega 0.0067
Fair value 0.06
Intrinsic value n.a.
Break-even 666.00
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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