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ZKB Call Warrant auf
Sika AG

ISIN: CH1250736225 Security: 125073622 Symbol: SIK1TZ Life cycle
Secondary market

Bid Price 0.51

Ask Price 0.52

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.51 0.52
Volume 150'000.00 150'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.51
Change +10.87% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -16.94%
Year to date (YTD) -5.56%
1 month +168.42%
3 months +104.00%
1 year -10.53%
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue254.85
Premium0.01%
Premium p.a.0.07%
Leverage9.63
Implied volatility0.26

Reference data

ISIN CH1250736225
Symbol SIK1TZ
Security 125073622
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 260.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.05.2023

Key figures

Premium 0.65%
Premium p.a. 6.61%
Leverage 11.03
Implied volatility 25.70%
Moneyness in-the-money
Leverage 9.6335
Delta 0.8738
Gamma 0.0002
Theta -0.0015
Rho 0.0044
Vega 0.0037
Fair value 0.04
Intrinsic value n.a.
Break-even 285.75
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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