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ZKB Put Warrant auf
Schneider Electric SE

ISIN: CH1338497154 Security: 133849715 Symbol: SU05RZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.035 0.045
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 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -71.43%
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 issue217.68
Premium0.08%
Premium p.a.1.09%
Leverage21.71
Implied volatility0.31

Reference data

ISIN CH1338497154
Symbol SU05RZ
Security 133849715
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Schneider El, FR0000121972
Underlying ISIN FR0000121972
Strike 210.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 06.05.2024

Key figures

Premium 8.39%
Premium p.a. 109.37%
Leverage 139.32
Implied volatility 30.75%
Moneyness out-of-the-money
Leverage 21.7064
Delta -0.1558
Gamma 0.0003
Theta -0.0019
Rho -0.0007
Vega 0.0037
Fair value 0.04
Intrinsic value n.a.
Break-even 208.37
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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