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ZKB Put Warrant auf
Schindler Holding AG

ISIN: CH1281049507 Security: 128104950 Symbol: SCH41Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

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 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -91.01%
Year to date (YTD) -86.29%
1 month -61.36%
3 months -72.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.89
Underlying price on issue200.50
Premium0.18%
Premium p.a.0.49%
Leverage13.38
Implied volatility0.25

Reference data

ISIN CH1281049507
Symbol SCH41Z
Security 128104950
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 08.12.2023

Key figures

Premium 17.81%
Premium p.a. 48.52%
Leverage 150.88
Implied volatility 25.10%
Moneyness out-of-the-money
Leverage 13.3783
Delta -0.0887
Gamma 0.0002
Theta -0.0010
Rho -0.0042
Vega 0.0117
Fair value 0.08
Intrinsic value n.a.
Break-even 198.40
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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