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ZKB Put Warrant auf
Swiss Life Holding AG

ISIN: CH1305139219 Security: 130513921 Symbol: SLH3YZ 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 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.065
Change -13.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -68.42%
Year to date (YTD) n.a.
1 month -76.79%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue649.20
Premium0.10%
Premium p.a.0.88%
Leverage23.94
Implied volatility0.20

Reference data

ISIN CH1305139219
Symbol SLH3YZ
Security 130513921
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Swiss Life Hldg N, CH0014852781
Underlying ISIN CH0014852781
Strike 600.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 21.02.2024

Key figures

Premium 10.35%
Premium p.a. 87.88%
Leverage 110.43
Implied volatility 20.37%
Moneyness out-of-the-money
Leverage 23.9361
Delta -0.2167
Gamma 0.0001
Theta -0.0032
Rho -0.0018
Vega 0.0065
Fair value 0.06
Intrinsic value n.a.
Break-even 594.00
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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