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ZKB Call Warrant auf
Straumann Holding AG

ISIN: CH1281049200 Security: 128104920 Symbol: STMW8Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'026'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.02 0.03
Volume 1'026'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change -37.50% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume 50'000.00 Unit
Date/time 28.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) -94.90%
1 month -94.05%
3 months -95.61%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue120.70
Premium0.07%
Premium p.a.0.86%
Leverage26.28
Implied volatility0.25

Reference data

ISIN CH1281049200
Symbol STMW8Z
Security 128104920
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 124.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 08.12.2023

Key figures

Premium 6.56%
Premium p.a. 85.57%
Leverage 117.30
Implied volatility 24.72%
Moneyness out-of-the-money
Leverage 26.2834
Delta 0.2241
Gamma 0.0009
Theta -0.0011
Rho 0.0005
Vega 0.0024
Fair value 0.03
Intrinsic value n.a.
Break-even 125.00
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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