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ZKB Put Warrant auf
Straumann Holding AG

ISIN: CH1338502060 Security: 133850206 Symbol: STM0IZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 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 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.21
Change +5.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +7.89%
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 price0.19
Underlying price on issue120.50
Premium0.13%
Premium p.a.0.22%
Leverage4.90
Implied volatility0.34

Reference data

ISIN CH1338502060
Symbol STM0IZ
Security 133850206
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 110.00
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 12.99%
Premium p.a. 21.55%
Leverage 14.27
Implied volatility 33.81%
Moneyness out-of-the-money
Leverage 4.9020
Delta -0.3436
Gamma 0.0003
Theta -0.0006
Rho -0.0073
Vega 0.0084
Fair value 0.21
Intrinsic value n.a.
Break-even 101.80
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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