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ZKB Call Warrant auf
Schindler Holding AG

ISIN: CH1281049473 Security: 128104947 Symbol: SCHPXZ Life cycle
Secondary market

Bid Price 0.65

Ask Price 0.66

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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 0.65 0.66
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.65
Change +6.56% [ +0.04 ]
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 +77.03%
Year to date (YTD) +62.50%
1 month +1.56%
3 months -12.16%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue200.55
Premium0.08%
Premium p.a.0.14%
Leverage8.79
Implied volatility0.20

Reference data

ISIN CH1281049473
Symbol SCHPXZ
Security 128104947
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 238.96
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 8.16%
Premium p.a. 13.54%
Leverage 17.86
Implied volatility 20.39%
Moneyness out-of-the-money
Leverage 8.7880
Delta 0.4920
Gamma 0.0005
Theta -0.0019
Rho 0.0307
Vega 0.0362
Fair value 0.66
Intrinsic value n.a.
Break-even 253.10
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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