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ZKB Call Warrant auf
SAP SE

ISIN: CH1281050794 Security: 128105079 Symbol: SAPA5Z Life cycle
Secondary market

Bid Price 0.90

Ask Price 0.91

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

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 0.90 0.91
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.90
Change +2.27% [ +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 date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +223.21%
Year to date (YTD) +650.00%
1 month +36.36%
3 months +55.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue147.11
Premium0.01%
Premium p.a.0.07%
Leverage8.69
Implied volatility0.25

Reference data

ISIN CH1281050794
Symbol SAPA5Z
Security 128105079
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying SAP I, DE0007164600
Underlying ISIN DE0007164600
Strike 160.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 0.80%
Premium p.a. 6.98%
Leverage 9.65
Implied volatility 24.80%
Moneyness in-the-money
Leverage 8.6893
Delta 0.9008
Gamma 0.0006
Theta -0.0022
Rho 0.0080
Vega 0.0051
Fair value 0.07
Intrinsic value n.a.
Break-even 178.34
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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