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ZKB Call Warrant auf
Sika AG

ISIN: CH1268373656 Security: 126837365 Symbol: SIKSFZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 29.05.2024 10:45:18

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.24 0.25
Volume 350'000.00 350'000.00
Date/time 29.05.24 10:45 29.05.24 10:45

Current data

Last price paid 0.25
Change -19.35% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.06.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -20.97%
Year to date (YTD) -34.21%
1 month +25.00%
3 months +47.06%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue241.10
Premium0.13%
Premium p.a.0.21%
Leverage8.66
Implied volatility0.23

Reference data

ISIN CH1268373656
Symbol SIKSFZ
Security 126837365
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 300.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 20.06.2023

Key figures

Premium 12.81%
Premium p.a. 21.06%
Leverage 22.60
Implied volatility 23.39%
Moneyness out-of-the-money
Leverage 8.6626
Delta 0.3834
Gamma 0.0002
Theta -0.0010
Rho 0.0114
Vega 0.0165
Fair value 0.25
Intrinsic value n.a.
Break-even 312.25
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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