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ZKB Call Warrant auf
Straumann Holding AG

ISIN: CH1281049226 Security: 128104922 Symbol: STM7OZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
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 -85.29%
Year to date (YTD) -91.89%
1 month -88.00%
3 months -93.48%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue120.70
Premium0.10%
Premium p.a.0.83%
Leverage22.25
Implied volatility0.25

Reference data

ISIN CH1281049226
Symbol STM7OZ
Security 128104922
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Straumann Hldg N, CH1175448666
Underlying ISIN CH1175448666
Strike 132.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 40
Value day 08.12.2023

Key figures

Premium 9.51%
Premium p.a. 82.65%
Leverage 121.45
Implied volatility 25.38%
Moneyness out-of-the-money
Leverage 22.2456
Delta 0.1832
Gamma 0.0006
Theta -0.0008
Rho 0.0006
Vega 0.0027
Fair value 0.03
Intrinsic value n.a.
Break-even 133.00
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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