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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305140464 Security: 130514046 Symbol: SREKDZ 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 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

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 -88.24% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing19.04.2024
Settlement date01.03.2024
Last trading19.04.2024
Final fixing19.04.2024
Currency redemptionCHF

Performance

Perf. since issue -91.92%
Year to date (YTD) n.a.
1 month -97.62%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue104.93
Premium0.09%
Premium p.a.4.68%
Leverage38.57
Implied volatility0.43

Reference data

ISIN CH1305140464
Symbol SREKDZ
Security 130514046
Exchange SIX Structured Products
Currency CHF
Expiry 26.04.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 106.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 23.02.2024

Key figures

Premium 8.98%
Premium p.a. 468.14%
Leverage 464.10
Implied volatility 42.57%
Moneyness out-of-the-money
Leverage 38.5721
Delta 0.0831
Gamma 0.0013
Theta -0.0030
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 106.21
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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