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ZKB Put Warrant auf
Sika AG

ISIN: CH1268392995 Security: 126839299 Symbol: SIK1BZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 550'000.00

Volume 550'000.00

Date/time (delayed) 20.06.2024 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 0.10 0.11
Volume 550'000.00 550'000.00
Date/time 20.06.24 17:15 20.06.24 17:15

Current data

Last price paid 0.11
Change -15.38% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 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 -80.19%
Year to date (YTD) -50.00%
1 month +62.50%
3 months -38.10%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue241.00
Premium0.10%
Premium p.a.0.36%
Leverage11.90
Implied volatility0.26

Reference data

ISIN CH1268392995
Symbol SIK1BZ
Security 126839299
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 240.00
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 9.85%
Premium p.a. 36.32%
Leverage 49.60
Implied volatility 25.63%
Moneyness out-of-the-money
Leverage 11.9002
Delta -0.2399
Gamma 0.0002
Theta -0.0010
Rho -0.0037
Vega 0.0084
Fair value 0.11
Intrinsic value n.a.
Break-even 234.75
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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