Inhaltsseite: Home

ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305148822 Security: 130514882 Symbol: SRE7XZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 09:01:34

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 09:01 15.05.24 09:01

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date03.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -96.94%
Year to date (YTD) n.a.
1 month -95.24%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue114.78
Premium0.12%
Premium p.a.3.61%
Leverage49.10
Implied volatility0.31

Reference data

ISIN CH1305148822
Symbol SRE7XZ
Security 130514882
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 116.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 25.03.2024

Key figures

Premium 11.86%
Premium p.a. 360.75%
Leverage 1'886.36
Implied volatility 30.94%
Moneyness out-of-the-money
Leverage 49.0969
Delta 0.0260
Gamma 0.0010
Theta -0.0014
Rho 0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 116.06
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading