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ZKB Put Warrant auf
Sika AG

ISIN: CH1250715948 Security: 125071594 Symbol: SIKVRZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -97.56%
Year to date (YTD) -86.36%
1 month n.a.
3 months -80.00%
1 year -95.71%
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue249.45
Premium0.23%
Premium p.a.2.30%
Leverage17.30
Implied volatility0.45

Reference data

ISIN CH1250715948
Symbol SIKVRZ
Security 125071594
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 220.00
C/P type put
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 22.68%
Premium p.a. 229.99%
Leverage 567.80
Implied volatility 45.25%
Moneyness out-of-the-money
Leverage 17.3046
Delta -0.0305
Gamma 0.0000
Theta -0.0008
Rho -0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 219.50
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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