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ZKB Put Warrant auf
SAP SE

ISIN: CH1281050836 Security: 128105083 Symbol: SAP7NZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.09.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 24.09.24 17:15 24.09.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.09.2024 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 -94.29%
Year to date (YTD) -94.51%
1 month n.a.
3 months -73.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.70
Underlying price on issue147.14
Premium0.28%
Premium p.a.0.98%
Leverage10.91
Implied volatility0.39

Reference data

ISIN CH1281050836
Symbol SAP7NZ
Security 128105083
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 150.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 27.81%
Premium p.a. 97.59%
Leverage 243.60
Implied volatility 38.72%
Moneyness out-of-the-money
Leverage 10.9085
Delta -0.0448
Gamma 0.0001
Theta -0.0009
Rho -0.0014
Vega 0.0049
Fair value 0.04
Intrinsic value n.a.
Break-even 149.15
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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