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ZKB Call Warrant auf
Schindler Holding AG

ISIN: CH1268385221 Security: 126838522 Symbol: SCH31Z Life cycle
Secondary market

Bid Price 1.78

Ask Price 1.79

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.03.2024
Key Information Document DE 21.03.2024
Key Information Document EN 21.03.2024
Key Information Document FR 21.03.2024
Key Information Document IT 21.03.2024

Price data

  Bid Ask
Price 1.78 1.79
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.78
Change +5.33% [ +0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +115.06%
Year to date (YTD) +89.36%
1 month +9.20%
3 months +4.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.83
Underlying price on issue194.53
Premium0.01%
Premium p.a.0.12%
Leverage5.80
Implied volatility0.50

Reference data

ISIN CH1268385221
Symbol SCH31Z
Security 126838522
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 199.14
C/P type call
Subscription ratio 19.91
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.91357
Value day 23.08.2023

Key figures

Premium 0.90%
Premium p.a. 11.72%
Leverage 6.54
Implied volatility 49.56%
Moneyness in-the-money
Leverage 5.7991
Delta 0.8862
Gamma 0.0003
Theta -0.0058
Rho 0.0066
Vega 0.0062
Fair value 0.11
Intrinsic value n.a.
Break-even 235.70
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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