Inhaltsseite: Home

ZKB Put Warrant auf
Sika AG

ISIN: CH1268393738 Security: 126839373 Symbol: SIKSUZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date03.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -88.37%
Year to date (YTD) -71.88%
1 month -59.09%
3 months -70.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue230.30
Premium0.21%
Premium p.a.0.63%
Leverage10.39
Implied volatility0.33

Reference data

ISIN CH1268393738
Symbol SIKSUZ
Security 126839373
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 220.00
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 21.22%
Premium p.a. 63.50%
Leverage 110.44
Implied volatility 32.88%
Moneyness out-of-the-money
Leverage 10.3928
Delta -0.0941
Gamma 0.0001
Theta -0.0007
Rho -0.0019
Vega 0.0054
Fair value 0.05
Intrinsic value n.a.
Break-even 217.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading