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ZKB Call Warrant auf
Straumann Holding AG

ISIN: CH1268375586 Security: 126837558 Symbol: STMNMZ 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 -50.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 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 -95.83%
Year to date (YTD) -86.36%
1 month -78.57%
3 months -78.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue134.58
Premium0.32%
Premium p.a.2.79%
Leverage15.76
Implied volatility0.47

Reference data

ISIN CH1268375586
Symbol STMNMZ
Security 126837558
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 160.00
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 32.07%
Premium p.a. 278.71%
Leverage 303.63
Implied volatility 47.30%
Moneyness out-of-the-money
Leverage 15.7599
Delta 0.0519
Gamma 0.0001
Theta -0.0006
Rho 0.0002
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 160.40
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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