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ZKB Call Warrant auf
Schindler Holding AG

ISIN: CH1268375503 Security: 126837550 Symbol: SCH11Z Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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 0.33 0.34
Volume 150'000.00 150'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.33
Change +6.45% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -18.29%
Year to date (YTD) +83.33%
1 month +120.00%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue202.40
Premium0.02%
Premium p.a.0.19%
Leverage20.22
Implied volatility0.17

Reference data

ISIN CH1268375503
Symbol SCH11Z
Security 126837550
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Schindler Hldg PS I, CH0024638196
Underlying ISIN CH0024638196
Strike 238.96
C/P type call
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 2.20%
Premium p.a. 18.64%
Leverage 36.03
Implied volatility 17.47%
Moneyness in-the-money
Leverage 20.2225
Delta 0.5613
Gamma 0.0014
Theta -0.0036
Rho 0.0076
Vega 0.0163
Fair value 0.27
Intrinsic value n.a.
Break-even 246.70
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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