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ZKB Call Warrant auf
RWE AG

ISIN: CH1305139656 Security: 130513965 Symbol: RWEY0Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 14.05.2024 12:12:58

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 14.05.24 12:12 14.05.24 12:12

Current data

Last price paid 0.16
Change +45.45% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +118.75%
Year to date (YTD) n.a.
1 month +255.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue31.27
Premium0.02%
Premium p.a.0.15%
Leverage7.80
Implied volatility0.34

Reference data

ISIN CH1305139656
Symbol RWEY0Z
Security 130513965
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying RWE I, DE0007037129
Underlying ISIN DE0007037129
Strike 32.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 1.85%
Premium p.a. 15.00%
Leverage 9.77
Implied volatility 33.83%
Moneyness in-the-money
Leverage 7.7981
Delta 0.7983
Gamma 0.0035
Theta -0.0008
Rho 0.0015
Vega 0.0017
Fair value 0.03
Intrinsic value n.a.
Break-even 35.58
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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