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ZKB Call Warrant auf
SAP SE

ISIN: CH1305134616 Security: 130513461 Symbol: SAPOZZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.13 0.14
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.14
Change -30.00% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -51.79%
Year to date (YTD) n.a.
1 month -50.00%
3 months -72.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue161.30
Premium0.04%
Premium p.a.0.53%
Leverage23.11
Implied volatility0.23

Reference data

ISIN CH1305134616
Symbol SAPOZZ
Security 130513461
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 170.00
C/P type call
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 4.09%
Premium p.a. 53.38%
Leverage 60.22
Implied volatility 23.18%
Moneyness out-of-the-money
Leverage 23.1088
Delta 0.3837
Gamma 0.0018
Theta -0.0039
Rho 0.0023
Vega 0.0086
Fair value 0.14
Intrinsic value n.a.
Break-even 172.76
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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