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ZKB Call Warrant auf
SAP SE

ISIN: CH1305142817 Security: 130514281 Symbol: SAPWNZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.06.2024 11:33:49

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.06.24 11:33 17.06.24 11:33

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.25%
Year to date (YTD) n.a.
1 month -66.67%
3 months -90.63%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue175.00
Premium0.08%
Premium p.a.2.52%
Leverage54.05
Implied volatility0.26

Reference data

ISIN CH1305142817
Symbol SAPWNZ
Security 130514281
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 190.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.03.2024

Key figures

Premium 7.59%
Premium p.a. 251.87%
Leverage 888.93
Implied volatility 25.85%
Moneyness out-of-the-money
Leverage 54.0534
Delta 0.0608
Gamma 0.0008
Theta -0.0020
Rho 0.0001
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 190.20
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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