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ZKB Call Warrant auf
Sika AG

ISIN: CH1268392961 Security: 126839296 Symbol: SIK7HZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 12:35:16

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 0.28 0.29
Volume 250'000.00 250'000.00
Date/time 29.05.24 12:35 29.05.24 12:35

Current data

Last price paid 0.28
Change -24.32% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 +5.56%
Year to date (YTD) -36.36%
1 month +33.33%
3 months +55.56%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue241.00
Premium0.07%
Premium p.a.0.20%
Leverage9.75
Implied volatility0.24

Reference data

ISIN CH1268392961
Symbol SIK7HZ
Security 126839296
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 280.00
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 6.54%
Premium p.a. 19.71%
Leverage 19.38
Implied volatility 24.22%
Moneyness out-of-the-money
Leverage 9.7487
Delta 0.5030
Gamma 0.0002
Theta -0.0014
Rho 0.0083
Vega 0.0127
Fair value 0.29
Intrinsic value n.a.
Break-even 294.25
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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