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ZKB Call Warrant auf
Sulzer AG

ISIN: CH1281049457 Security: 128104945 Symbol: SUNNSZ Life cycle
Secondary market

Bid Price 1.59

Ask Price 1.60

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 17.05.2024 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 1.59 1.60
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.59
Change +0.63% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 +431.67%
Year to date (YTD) +511.54%
1 month +16.06%
3 months +367.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue85.88
Premium0.02%
Premium p.a.0.04%
Leverage3.36
Implied volatility0.41

Reference data

ISIN CH1281049457
Symbol SUNNSZ
Security 128104945
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sulzer N, CH0038388911
Underlying ISIN CH0038388911
Strike 88.00
C/P type call
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 1.61%
Premium p.a. 4.42%
Leverage 3.70
Implied volatility 41.23%
Moneyness in-the-money
Leverage 3.3566
Delta 0.9074
Gamma 0.0003
Theta -0.0011
Rho 0.0137
Vega 0.0059
Fair value 0.10
Intrinsic value n.a.
Break-even 119.90
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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