Inhaltsseite: Home

ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1338502714 Security: 133850271 Symbol: SCHMHZ Life cycle
Secondary market

Bid Price 0.66

Ask Price 0.67

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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 0.66 0.67
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.67
Change -6.94% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +9.02%
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 price0.61
Underlying price on issue239.30
Premium0.03%
Premium p.a.0.09%
Leverage10.28
Implied volatility0.19

Reference data

ISIN CH1338502714
Symbol SCHMHZ
Security 133850271
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 240.00
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 2.84%
Premium p.a. 8.70%
Leverage 18.52
Implied volatility 18.65%
Moneyness in-the-money
Leverage 10.2801
Delta -0.5551
Gamma 0.0008
Theta -0.0019
Rho -0.0245
Vega 0.0278
Fair value 0.35
Intrinsic value n.a.
Break-even 227.37
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading