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ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1305145745 Security: 130514574 Symbol: SCHG2Z Life cycle
Secondary market

Bid Price 0.54

Ask Price 0.55

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.03.2024
Key Information Document DE 21.03.2024
Key Information Document EN 21.03.2024
Key Information Document FR 21.03.2024
Key Information Document IT 21.03.2024

Price data

  Bid Ask
Price 0.54 0.55
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.55
Change -6.78% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -31.88%
Year to date (YTD) n.a.
1 month -19.12%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.80
Underlying price on issue234.25
Premium0.11%
Premium p.a.0.13%
Leverage7.25
Implied volatility0.20

Reference data

ISIN CH1305145745
Symbol SCHG2Z
Security 130514574
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 219.05
C/P type put
Subscription ratio 19.91
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.91357
Value day 19.03.2024

Key figures

Premium 10.64%
Premium p.a. 12.90%
Leverage 21.47
Implied volatility 20.47%
Moneyness out-of-the-money
Leverage 7.2509
Delta -0.3378
Gamma 0.0004
Theta -0.0013
Rho -0.0349
Vega 0.0385
Fair value 0.55
Intrinsic value n.a.
Break-even 209.10
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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