Inhaltsseite: Home

ZKB Call Warrant auf
Wacker Chemie AG

ISIN: CH1268369712 Security: 126836971 Symbol: WCHTRZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.75%
Year to date (YTD) -76.92%
1 month n.a.
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue118.23
Premium0.30%
Premium p.a.15.58%
Leverage11.29
Implied volatility1.42

Reference data

ISIN CH1268369712
Symbol WCHTRZ
Security 126836971
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 130.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 12.06.2023

Key figures

Premium 29.88%
Premium p.a. 1558.03%
Leverage 96.20
Implied volatility 141.80%
Moneyness out-of-the-money
Leverage 11.2893
Delta 0.1174
Gamma 0.0001
Theta -0.0026
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 131.05
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading