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ZKB Put Warrant auf
SAP SE

ISIN: CH1305142841 Security: 130514284 Symbol: SAPHHZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 26.06.2024 05:15:00

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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.32
Change -13.51% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -47.50%
Year to date (YTD) n.a.
1 month -17.95%
3 months -25.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.60
Underlying price on issue175.00
Premium0.12%
Premium p.a.0.23%
Leverage7.34
Implied volatility0.28

Reference data

ISIN CH1305142841
Symbol SAPHHZ
Security 130514284
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 170.00
C/P type put
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 12.29%
Premium p.a. 23.12%
Leverage 28.35
Implied volatility 27.85%
Moneyness out-of-the-money
Leverage 7.3395
Delta -0.2589
Gamma 0.0004
Theta -0.0013
Rho -0.0140
Vega 0.0211
Fair value 0.32
Intrinsic value n.a.
Break-even 163.43
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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