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ZKB Put Warrant auf
Sika AG

ISIN: CH1268393704 Security: 126839370 Symbol: SIKWIZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.87%
Year to date (YTD) -76.92%
1 month n.a.
3 months -78.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue230.30
Premium0.30%
Premium p.a.3.01%
Leverage13.65
Implied volatility0.59

Reference data

ISIN CH1268393704
Symbol SIKWIZ
Security 126839370
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 26.09.2023

Key figures

Premium 29.72%
Premium p.a. 301.33%
Leverage 597.68
Implied volatility 58.72%
Moneyness out-of-the-money
Leverage 13.6540
Delta -0.0228
Gamma 0.0000
Theta -0.0008
Rho -0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 199.53
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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