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ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1268375321 Security: 126837532 Symbol: SCH5YZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 01:31:31

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 13:31 16.05.24 13:31

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.45%
Year to date (YTD) -95.00%
1 month -72.22%
3 months -92.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.97
Underlying price on issue202.40
Premium0.18%
Premium p.a.1.51%
Leverage23.67
Implied volatility0.31

Reference data

ISIN CH1268375321
Symbol SCH5YZ
Security 126837532
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 199.14
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 21.06.2023

Key figures

Premium 17.75%
Premium p.a. 150.68%
Leverage 809.33
Implied volatility 30.94%
Moneyness out-of-the-money
Leverage 23.6735
Delta -0.0293
Gamma 0.0001
Theta -0.0010
Rho -0.0004
Vega 0.0028
Fair value 0.02
Intrinsic value n.a.
Break-even 199.70
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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