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ZKB Call Warrant auf
Sika AG

ISIN: CH1268373664 Security: 126837366 Symbol: SIK4QZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 29.05.2024 10:23:04

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 0.055 0.065
Volume 1'000'000.00 500'000.00
Date/time 29.05.24 10:23 29.05.24 10:23

Current data

Last price paid 0.065
Change -18.75% [ -0.02 ]
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 -60.00%
Year to date (YTD) -56.67%
1 month n.a.
3 months +18.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue241.10
Premium0.28%
Premium p.a.0.46%
Leverage11.75
Implied volatility0.24

Reference data

ISIN CH1268373664
Symbol SIK4QZ
Security 126837366
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 350.00
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 27.81%
Premium p.a. 45.72%
Leverage 92.07
Implied volatility 23.66%
Moneyness out-of-the-money
Leverage 11.7499
Delta 0.1276
Gamma 0.0001
Theta -0.0005
Rho 0.0039
Vega 0.0090
Fair value 0.06
Intrinsic value n.a.
Break-even 353.00
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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