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ZKB Call Warrant auf
Sika AG

ISIN: CH1268392920 Security: 126839292 Symbol: SIKCEZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -58.33%
Year to date (YTD) -67.65%
1 month +10.00%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue241.00
Premium0.18%
Premium p.a.0.56%
Leverage15.41
Implied volatility0.24

Reference data

ISIN CH1268392920
Symbol SIKCEZ
Security 126839292
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 320.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 21.09.2023

Key figures

Premium 18.18%
Premium p.a. 55.75%
Leverage 109.16
Implied volatility 23.64%
Moneyness out-of-the-money
Leverage 15.4102
Delta 0.1412
Gamma 0.0001
Theta -0.0007
Rho 0.0023
Vega 0.0070
Fair value 0.05
Intrinsic value n.a.
Break-even 322.50
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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