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ZKB Call Warrant auf
RWE AG

ISIN: CH1305137718 Security: 130513771 Symbol: RWEDQZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 14.05.2024 04:39:03

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 14.05.24 16:39 14.05.24 16:39

Current data

Last price paid 0.085
Change +70.00% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +50.00%
Year to date (YTD) n.a.
1 month +240.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue31.90
Premium0.03%
Premium p.a.0.27%
Leverage10.46
Implied volatility0.31

Reference data

ISIN CH1305137718
Symbol RWEDQZ
Security 130513771
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 34.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 3.30%
Premium p.a. 26.73%
Leverage 16.33
Implied volatility 31.10%
Moneyness in-the-money
Leverage 10.4596
Delta 0.6406
Gamma 0.0050
Theta -0.0009
Rho 0.0012
Vega 0.0023
Fair value 0.06
Intrinsic value n.a.
Break-even 36.14
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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