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ZKB Put Warrant auf
SAP SE

ISIN: CH1268367427 Security: 126836742 Symbol: SAPHTZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.92%
Year to date (YTD) -88.46%
1 month -25.00%
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue123.58
Premium0.32%
Premium p.a.2.81%
Leverage13.78
Implied volatility0.56

Reference data

ISIN CH1268367427
Symbol SAPHTZ
Security 126836742
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 120.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 32.33%
Premium p.a. 280.92%
Leverage 873.40
Implied volatility 56.39%
Moneyness out-of-the-money
Leverage 13.7836
Delta -0.0158
Gamma 0.0001
Theta -0.0008
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 119.80
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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