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ZKB Put Warrant auf
Straumann Holding AG

ISIN: CH1268385312 Security: 126838531 Symbol: STMD0Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.08.2023
Key Information Document DE 23.08.2023
Key Information Document EN 23.08.2023
Key Information Document FR 23.08.2023
Key Information Document IT 23.08.2023

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change +16.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) -22.22%
1 month +55.56%
3 months +27.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue132.58
Premium0.03%
Premium p.a.0.23%
Leverage11.80
Implied volatility0.27

Reference data

ISIN CH1268385312
Symbol STMD0Z
Security 126838531
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 124.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 23.08.2023

Key figures

Premium 2.68%
Premium p.a. 23.26%
Leverage 20.94
Implied volatility 27.32%
Moneyness in-the-money
Leverage 11.8005
Delta -0.5635
Gamma 0.0009
Theta -0.0013
Rho -0.0021
Vega 0.0041
Fair value 0.08
Intrinsic value n.a.
Break-even 118.20
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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