Inhaltsseite: Home

ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1281049564 Security: 128104956 Symbol: SCH1OZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.19
Change -5.00% [ -0.01 ]
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 -82.04%
Year to date (YTD) -74.67%
1 month -29.63%
3 months -47.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.03
Underlying price on issue200.50
Premium0.16%
Premium p.a.0.26%
Leverage9.85
Implied volatility0.23

Reference data

ISIN CH1281049564
Symbol SCH1OZ
Security 128104956
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 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 15.97%
Premium p.a. 26.49%
Leverage 63.14
Implied volatility 23.04%
Moneyness out-of-the-money
Leverage 9.8503
Delta -0.1560
Gamma 0.0003
Theta -0.0010
Rho -0.0121
Vega 0.0217
Fair value 0.19
Intrinsic value n.a.
Break-even 196.30
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading