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ZKB Put Warrant auf
Sulzer AG

ISIN: CH1281049572 Security: 128104957 Symbol: SUNLRZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -93.10%
Year to date (YTD) -90.00%
1 month -54.55%
3 months -72.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue85.88
Premium0.35%
Premium p.a.1.08%
Leverage9.47
Implied volatility0.44

Reference data

ISIN CH1281049572
Symbol SUNLRZ
Security 128104957
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sulzer N, CH0038388911
Underlying ISIN CH0038388911
Strike 80.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 35.18%
Premium p.a. 107.90%
Leverage 307.00
Implied volatility 43.50%
Moneyness out-of-the-money
Leverage 9.4703
Delta -0.0308
Gamma 0.0001
Theta -0.0004
Rho -0.0007
Vega 0.0024
Fair value 0.02
Intrinsic value n.a.
Break-even 79.60
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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