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ZKB Call Warrant auf Sika N
Sika AG

ISIN: CH1235753006 Security: 123575300 Symbol: SIKRLZ Life cycle
Secondary market

Bid Price 0.54

Ask Price 0.55

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.01.2023
Key Information Document DE 06.01.2023
Key Information Document EN 06.01.2023
Key Information Document FR 06.01.2023
Key Information Document IT 06.01.2023

Price data

  Bid Ask
Price 0.54 0.55
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.55
Change -21.43% [ -0.15 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.01.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -4.39%
Year to date (YTD) -20.29%
1 month +44.74%
3 months +103.70%
1 year -15.38%
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue227.65
Premium0.01%
Premium p.a.0.07%
Leverage8.96
Implied volatility0.29

Reference data

ISIN CH1235753006
Symbol SIKRLZ
Security 123575300
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 250.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 06.01.2023

Key figures

Premium 0.60%
Premium p.a. 7.05%
Leverage 10.11
Implied volatility 29.11%
Moneyness in-the-money
Leverage 8.9556
Delta 0.8855
Gamma 0.0002
Theta -0.0016
Rho 0.0037
Vega 0.0031
Fair value 0.03
Intrinsic value n.a.
Break-even 277.25
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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