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ZKB Put Warrant auf
Sika AG

ISIN: CH1268392946 Security: 126839294 Symbol: SIKGZZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 25.06.2024 05:15:00

Sell Buy 

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Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 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 -89.13%
Year to date (YTD) -70.00%
1 month 0.00%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue241.00
Premium0.23%
Premium p.a.0.88%
Leverage12.46
Implied volatility0.34

Reference data

ISIN CH1268392946
Symbol SIKGZZ
Security 126839294
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 200.00
C/P type put
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 22.70%
Premium p.a. 88.13%
Leverage 205.68
Implied volatility 34.31%
Moneyness out-of-the-money
Leverage 12.4596
Delta -0.0606
Gamma 0.0001
Theta -0.0006
Rho -0.0009
Vega 0.0031
Fair value 0.03
Intrinsic value n.a.
Break-even 198.75
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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