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ZKB Call Warrant auf
Swiss Re AG

ISIN: CH1305152279 Security: 130515227 Symbol: SREYJZ Life cycle
Secondary market

Bid Price 1.49

Ask Price 1.50

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.04.2024
Key Information Document DE 17.04.2024
Key Information Document EN 17.04.2024
Key Information Document FR 17.04.2024
Key Information Document IT 17.04.2024

Price data

  Bid Ask
Price 1.49 1.50
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.49
Change +12.88% [ +0.17 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date24.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +75.88%
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 price0.85
Underlying price on issue99.26
Premium0.04%
Premium p.a.0.05%
Leverage5.52
Implied volatility0.21

Reference data

ISIN CH1305152279
Symbol SREYJZ
Security 130515227
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Swiss Re N, CH0126881561
Underlying ISIN CH0126881561
Strike 100.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 17.04.2024

Key figures

Premium 4.41%
Premium p.a. 5.10%
Leverage 7.36
Implied volatility 20.52%
Moneyness in-the-money
Leverage 5.5192
Delta 0.7494
Gamma 0.0015
Theta -0.0014
Rho 0.0583
Vega 0.0325
Fair value 0.49
Intrinsic value n.a.
Break-even 114.95
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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