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ZKB Call Warrant auf
Schindler Holding AG

ISIN: CH1281049440 Security: 128104944 Symbol: SCH4MZ Life cycle
Secondary market

Bid Price 2.01

Ask Price 2.02

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

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 2.01 2.02
Volume 25'000.00 25'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 2.01
Change +3.08% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +91.90%
Year to date (YTD) +63.41%
1 month +4.69%
3 months +2.03%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.05
Underlying price on issue200.45
Premium0.03%
Premium p.a.0.05%
Leverage4.78
Implied volatility0.25

Reference data

ISIN CH1281049440
Symbol SCH4MZ
Security 128104944
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 08.12.2023

Key figures

Premium 2.87%
Premium p.a. 4.76%
Leverage 5.80
Implied volatility 25.44%
Moneyness in-the-money
Leverage 4.7802
Delta 0.8247
Gamma 0.0003
Theta -0.0017
Rho 0.0459
Vega 0.0234
Fair value 0.34
Intrinsic value n.a.
Break-even 240.30
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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