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ZKB Call Warrant auf
RWE AG

ISIN: CH1305134558 Security: 130513455 Symbol: RWE8YZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 05:15:00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.025
Change +25.00% [ +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 date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -40.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue34.15
Premium0.10%
Premium p.a.0.85%
Leverage15.15
Implied volatility0.33

Reference data

ISIN CH1305134558
Symbol RWE8YZ
Security 130513455
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 38.00
C/P type call
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 10.48%
Premium p.a. 84.98%
Leverage 57.13
Implied volatility 32.78%
Moneyness out-of-the-money
Leverage 15.1452
Delta 0.2651
Gamma 0.0041
Theta -0.0008
Rho 0.0005
Vega 0.0020
Fair value 0.03
Intrinsic value n.a.
Break-even 38.61
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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