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ZKB Call Warrant auf
Sika AG

ISIN: CH1250715963 Security: 125071596 Symbol: SIKNOZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.16%
Year to date (YTD) -86.36%
1 month -62.50%
3 months -62.50%
1 year -89.02%
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue249.45
Premium0.04%
Premium p.a.0.71%
Leverage35.37
Implied volatility0.20

Reference data

ISIN CH1250715963
Symbol SIKNOZ
Security 125071596
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 280.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 16.03.2023

Key figures

Premium 4.10%
Premium p.a. 71.22%
Leverage 135.45
Implied volatility 20.10%
Moneyness out-of-the-money
Leverage 35.3705
Delta 0.2611
Gamma 0.0005
Theta -0.0021
Rho 0.0008
Vega 0.0042
Fair value 0.04
Intrinsic value n.a.
Break-even 282.00
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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