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ZKB Put Warrant auf
Straumann Holding AG

ISIN: CH1268392573 Security: 126839257 Symbol: STMC8Z Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.32
Change +6.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -24.42%
Year to date (YTD) +10.34%
1 month +39.13%
3 months +52.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue127.25
Premium0.04%
Premium p.a.0.10%
Leverage5.70
Implied volatility0.28

Reference data

ISIN CH1268392573
Symbol STMC8Z
Security 126839257
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 130.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 21.09.2023

Key figures

Premium 3.66%
Premium p.a. 10.06%
Leverage 9.34
Implied volatility 28.27%
Moneyness in-the-money
Leverage 5.7027
Delta -0.6104
Gamma 0.0005
Theta -0.0007
Rho -0.0079
Vega 0.0070
Fair value 0.11
Intrinsic value n.a.
Break-even 117.00
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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