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ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1338502730 Security: 133850273 Symbol: SCH2PZ Life cycle
Secondary market

Bid Price 0.44

Ask Price 0.45

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.45
Change -6.25% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +1.14%
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 price0.44
Underlying price on issue239.30
Premium0.09%
Premium p.a.0.16%
Leverage8.53
Implied volatility0.22

Reference data

ISIN CH1338502730
Symbol SCH2PZ
Security 133850273
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 220.00
C/P type put
Subscription ratio 19.91
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.91357
Value day 15.05.2024

Key figures

Premium 9.44%
Premium p.a. 15.66%
Leverage 27.63
Implied volatility 21.52%
Moneyness out-of-the-money
Leverage 8.5263
Delta -0.3086
Gamma 0.0005
Theta -0.0015
Rho -0.0255
Vega 0.0336
Fair value 0.45
Intrinsic value n.a.
Break-even 211.55
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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