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ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1268392383 Security: 126839238 Symbol: SCH8SZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -94.87%
Year to date (YTD) -85.94%
1 month n.a.
3 months -71.88%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.78
Underlying price on issue187.88
Premium0.26%
Premium p.a.0.70%
Leverage12.69
Implied volatility0.30

Reference data

ISIN CH1268392383
Symbol SCH8SZ
Security 126839238
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 179.22
C/P type put
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 25.58%
Premium p.a. 69.68%
Leverage 301.00
Implied volatility 29.92%
Moneyness out-of-the-money
Leverage 12.6928
Delta -0.0422
Gamma 0.0001
Theta -0.0007
Rho -0.0020
Vega 0.0065
Fair value 0.04
Intrinsic value n.a.
Break-even 179.20
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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