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ZKB Put Warrant auf
Schneider Electric SE

ISIN: CH1338495703 Security: 133849570 Symbol: SU0YPZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.14%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue214.30
Premium0.12%
Premium p.a.1.56%
Leverage20.84
Implied volatility0.36

Reference data

ISIN CH1338495703
Symbol SU0YPZ
Security 133849570
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Schneider El, FR0000121972
Underlying ISIN FR0000121972
Strike 200.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 24.04.2024

Key figures

Premium 11.99%
Premium p.a. 156.36%
Leverage 221.54
Implied volatility 35.73%
Moneyness out-of-the-money
Leverage 20.8382
Delta -0.0941
Gamma 0.0002
Theta -0.0016
Rho -0.0004
Vega 0.0026
Fair value 0.03
Intrinsic value n.a.
Break-even 198.98
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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