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ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1281049531 Security: 128104953 Symbol: SCHLNZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.085 0.095
Volume 625'000.00 325'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.09
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -85.25%
Year to date (YTD) -78.57%
1 month -47.06%
3 months -60.87%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue200.50
Premium0.26%
Premium p.a.0.40%
Leverage9.37
Implied volatility0.28

Reference data

ISIN CH1281049531
Symbol SCHLNZ
Security 128104953
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 179.22
C/P type put
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 26.00%
Premium p.a. 40.38%
Leverage 133.78
Implied volatility 27.51%
Moneyness out-of-the-money
Leverage 9.3729
Delta -0.0701
Gamma 0.0001
Theta -0.0007
Rho -0.0060
Vega 0.0130
Fair value 0.09
Intrinsic value n.a.
Break-even 178.20
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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