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ZKB Put Warrant auf
Sika AG

ISIN: CH1268392995 Security: 126839299 Symbol: SIK1BZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.09.2024 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 -98.02%
Year to date (YTD) -96.15%
1 month -80.00%
3 months -93.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue241.00
Premium0.11%
Premium p.a.5.90%
Leverage29.86
Implied volatility0.55

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 11.31%
Premium p.a. 589.50%
Leverage 514.29
Implied volatility 55.42%
Moneyness out-of-the-money
Leverage 29.8594
Delta -0.0581
Gamma 0.0001
Theta -0.0032
Rho -0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 239.48
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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