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ZKB Put Warrant auf
RWE AG

ISIN: CH1305134574 Security: 130513457 Symbol: RWEMHZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 14.05.2024 09:23:04

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 14.05.24 09:23 14.05.24 09:23

Current data

Last price paid 0.095
Change -13.64% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -34.62%
Year to date (YTD) n.a.
1 month -47.22%
3 months -32.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue34.15
Premium0.13%
Premium p.a.0.20%
Leverage5.76
Implied volatility0.30

Reference data

ISIN CH1305134574
Symbol RWEMHZ
Security 130513457
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 32.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 12.81%
Premium p.a. 19.73%
Leverage 20.00
Implied volatility 30.14%
Moneyness out-of-the-money
Leverage 5.7650
Delta -0.2883
Gamma 0.0021
Theta -0.0002
Rho -0.0037
Vega 0.0047
Fair value 0.09
Intrinsic value n.a.
Break-even 30.26
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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