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ZKB Call Warrant auf
Sandoz Group AG

ISIN: CH1305148020 Security: 130514802 Symbol: SDZ6PZ 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) 28.06.2024 03:45:07

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 28.06.24 15:45 28.06.24 15:45

Current data

Last price paid 0.32
Change +14.29% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +103.33%
Year to date (YTD) n.a.
1 month -3.03%
3 months +190.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue27.77
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1305148020
Symbol SDZ6PZ
Security 130514802
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Sandoz Group N, CH1243598427
Underlying ISIN CH1243598427
Strike 34.00
C/P type call
Subscription ratio 8.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 8
Value day 20.03.2024

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage n.a.
Implied volatility n.a.
Moneyness out-of-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value 0.31
Intrinsic value n.a.
Break-even n.a.
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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