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ZKB Call Warrant auf
Schindler Holding AG

ISIN: CH1268392813 Security: 126839281 Symbol: SCH3MZ Life cycle
Secondary market

Bid Price 2.69

Ask Price 2.70

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 16.05.2024 12:23:02

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.03.2024
Key Information Document DE 21.03.2024
Key Information Document EN 21.03.2024
Key Information Document FR 21.03.2024
Key Information Document IT 21.03.2024

Price data

  Bid Ask
Price 2.69 2.70
Volume 25'000.00 25'000.00
Date/time 16.05.24 12:23 16.05.24 12:23

Current data

Last price paid 2.60
Change +2.36% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +245.51%
Year to date (YTD) +101.55%
1 month +41.30%
3 months +30.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.78
Underlying price on issue187.88
Premium0.01%
Premium p.a.0.06%
Leverage4.18
Implied volatility0.51

Reference data

ISIN CH1268392813
Symbol SCH3MZ
Security 126839281
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 189.18
C/P type call
Subscription ratio 19.91
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.91357
Value day 21.09.2023

Key figures

Premium 0.70%
Premium p.a. 5.96%
Leverage 4.49
Implied volatility 50.96%
Moneyness in-the-money
Leverage 4.1838
Delta 0.9311
Gamma 0.0002
Theta -0.0036
Rho 0.0101
Vega 0.0055
Fair value 0.09
Intrinsic value n.a.
Break-even 243.90
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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