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ZKB Call Warrant auf
Siemens AG

ISIN: CH1268367393 Security: 126836739 Symbol: SIE8ZZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.23 0.24
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.24
Change -4.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -58.04%
Year to date (YTD) -41.46%
1 month -41.46%
3 months -68.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue157.58
Premium0.01%
Premium p.a.0.19%
Leverage23.58
Implied volatility0.17

Reference data

ISIN CH1268367393
Symbol SIE8ZZ
Security 126836739
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 174.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 1.44%
Premium p.a. 18.76%
Leverage 36.75
Implied volatility 16.68%
Moneyness in-the-money
Leverage 23.5814
Delta 0.6417
Gamma 0.0023
Theta -0.0032
Rho 0.0041
Vega 0.0089
Fair value 0.12
Intrinsic value n.a.
Break-even 178.80
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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