Inhaltsseite: Home

ZKB Call Warrant auf
Straumann Holding AG

ISIN: CH1268375487 Security: 126837548 Symbol: STMRJZ 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 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

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 -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.88%
Year to date (YTD) -91.18%
1 month -86.36%
3 months -90.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue134.58
Premium0.24%
Premium p.a.2.07%
Leverage18.70
Implied volatility0.38

Reference data

ISIN CH1268375487
Symbol STMRJZ
Security 126837548
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 150.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 21.06.2023

Key figures

Premium 23.84%
Premium p.a. 207.15%
Leverage 303.63
Implied volatility 38.40%
Moneyness out-of-the-money
Leverage 18.7012
Delta 0.0616
Gamma 0.0002
Theta -0.0006
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 150.40
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading