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ZKB Put Warrant auf
SAP SE

ISIN: CH1281050836 Security: 128105083 Symbol: SAP7NZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 22.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.17
Change -10.53% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) -79.27%
1 month -51.43%
3 months -55.26%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.70
Underlying price on issue147.14
Premium0.18%
Premium p.a.0.29%
Leverage7.79
Implied volatility0.28

Reference data

ISIN CH1281050836
Symbol SAP7NZ
Security 128105083
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 150.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 18.32%
Premium p.a. 29.20%
Leverage 50.74
Implied volatility 28.08%
Moneyness out-of-the-money
Leverage 7.7860
Delta -0.1535
Gamma 0.0003
Theta -0.0009
Rho -0.0096
Vega 0.0166
Fair value 0.18
Intrinsic value n.a.
Break-even 146.47
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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