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ZKB Put Warrant auf
SAP SE

ISIN: CH1305134699 Security: 130513469 Symbol: SAPYEZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 03.06.2024 12:30:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 03.06.24 12:30 03.06.24 12:30

Current data

Last price paid 0.42
Change +10.53% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -36.89%
Year to date (YTD) n.a.
1 month +2.44%
3 months +2.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue161.34
Premium0.10%
Premium p.a.0.16%
Leverage6.82
Implied volatility0.26

Reference data

ISIN CH1305134699
Symbol SAPYEZ
Security 130513469
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 160.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 9.73%
Premium p.a. 16.37%
Leverage 21.37
Implied volatility 26.18%
Moneyness out-of-the-money
Leverage 6.8215
Delta -0.3191
Gamma 0.0005
Theta -0.0011
Rho -0.0179
Vega 0.0227
Fair value 0.39
Intrinsic value n.a.
Break-even 152.12
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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