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ZKB Put Warrant auf
Straumann Holding AG

ISIN: CH1281049317 Security: 128104931 Symbol: STMBWZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -28.79%
Year to date (YTD) +15.00%
1 month +76.92%
3 months +76.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue120.70
Premium0.05%
Premium p.a.0.16%
Leverage6.38
Implied volatility0.30

Reference data

ISIN CH1281049317
Symbol STMBWZ
Security 128104931
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 120.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 08.12.2023

Key figures

Premium 5.47%
Premium p.a. 16.37%
Leverage 12.45
Implied volatility 29.92%
Moneyness in-the-money
Leverage 6.3762
Delta -0.5123
Gamma 0.0005
Theta -0.0008
Rho -0.0058
Vega 0.0067
Fair value 0.16
Intrinsic value n.a.
Break-even 110.60
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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