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ZKB Call Warrant auf
Siemens AG

ISIN: CH1268369738 Security: 126836973 Symbol: SIELZZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.055 0.065
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.065
Change +30.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -85.00%
Year to date (YTD) -72.92%
1 month -59.38%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue160.56
Premium0.06%
Premium p.a.0.66%
Leverage32.24
Implied volatility0.19

Reference data

ISIN CH1268369738
Symbol SIELZZ
Security 126836973
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 186.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 5.61%
Premium p.a. 66.10%
Leverage 146.34
Implied volatility 19.18%
Moneyness out-of-the-money
Leverage 32.2398
Delta 0.2203
Gamma 0.0015
Theta -0.0025
Rho 0.0016
Vega 0.0076
Fair value 0.06
Intrinsic value n.a.
Break-even 187.21
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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