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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305150240 Security: 130515024 Symbol: SRETBZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.04.2024
Key Information Document DE 03.04.2024
Key Information Document EN 03.04.2024
Key Information Document FR 03.04.2024
Key Information Document IT 03.04.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.001
Change -90.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 25'000.00 Unit
Date/time 03.05.2024 17:15

Life cycle

Fixing17.05.2024
Settlement date10.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

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

Key figures on issue

Issue price0.04
Underlying price on issue112.88
Premium0.10%
Premium p.a.3.54%
Leverage47.84
Implied volatility0.32

Reference data

ISIN CH1305150240
Symbol SRETBZ
Security 130515024
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 120.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 03.04.2024

Key figures

Premium 9.68%
Premium p.a. 353.50%
Leverage 1'042.86
Implied volatility 31.98%
Moneyness out-of-the-money
Leverage 47.8397
Delta 0.0459
Gamma 0.0016
Theta -0.0026
Rho 0.0001
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 120.11
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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