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ZKB Put Warrant auf
Sika AG

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

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 825'000.00

Volume 425'000.00

Date/time (delayed) 07.06.2024 12:01:52

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 0.08 0.09
Volume 825'000.00 425'000.00
Date/time 07.06.24 12:01 07.06.24 12:01

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 -83.96%
Year to date (YTD) -67.31%
1 month -29.17%
3 months -67.31%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue241.00
Premium0.13%
Premium p.a.0.44%
Leverage11.27
Implied volatility0.28

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 13.45%
Premium p.a. 43.85%
Leverage 64.09
Implied volatility 27.68%
Moneyness out-of-the-money
Leverage 11.2664
Delta -0.1758
Gamma 0.0001
Theta -0.0009
Rho -0.0032
Vega 0.0078
Fair value 0.09
Intrinsic value n.a.
Break-even 235.75
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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