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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305140498 Security: 130514049 Symbol: SREMBZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 05:15:38

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.035
Change -41.67% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date01.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -78.57%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue104.93
Premium0.03%
Premium p.a.0.87%
Leverage45.63
Implied volatility0.20

Reference data

ISIN CH1305140498
Symbol SREMBZ
Security 130514049
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
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 3.09%
Premium p.a. 86.89%
Leverage 172.33
Implied volatility 19.69%
Moneyness out-of-the-money
Leverage 45.6323
Delta 0.2648
Gamma 0.0042
Theta -0.0025
Rho 0.0005
Vega 0.0032
Fair value 0.03
Intrinsic value n.a.
Break-even 106.60
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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