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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305139185 Security: 130513918 Symbol: SREYNZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

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 n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -50.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date28.02.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -73.75%
Year to date (YTD) n.a.
1 month -90.91%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue102.43
Premium0.13%
Premium p.a.6.82%
Leverage30.52
Implied volatility0.56

Reference data

ISIN CH1305139185
Symbol SREYNZ
Security 130513918
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 110.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.02.2024

Key figures

Premium 13.08%
Premium p.a. 682.15%
Leverage 464.10
Implied volatility 56.22%
Moneyness out-of-the-money
Leverage 30.5210
Delta 0.0658
Gamma 0.0008
Theta -0.0033
Rho 0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 110.21
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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