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ZKB Put Warrant auf
Straumann Holding AG

ISIN: CH1338502094 Security: 133850209 Symbol: STMYUZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.38
Change +5.56% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date23.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +10.29%
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 price0.34
Underlying price on issue120.45
Premium0.10%
Premium p.a.0.13%
Leverage3.53
Implied volatility0.34

Reference data

ISIN CH1338502094
Symbol STMYUZ
Security 133850209
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 120.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 15.05.2024

Key figures

Premium 10.49%
Premium p.a. 12.72%
Leverage 7.82
Implied volatility 33.92%
Moneyness in-the-money
Leverage 3.5278
Delta -0.4511
Gamma 0.0003
Theta -0.0005
Rho -0.0140
Vega 0.0105
Fair value 0.31
Intrinsic value n.a.
Break-even 105.00
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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