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ZKB Call Warrant auf
Sika AG

ISIN: CH1268393688 Security: 126839368 Symbol: SIKF7Z Life cycle
Secondary market

Bid Price 0.70

Ask Price 0.71

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 11.06.2024 12:33:07

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 0.70 0.71
Volume 175'000.00 175'000.00
Date/time 11.06.24 12:33 11.06.24 12:33

Current data

Last price paid 0.72
Change -2.70% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 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 +51.09%
Year to date (YTD) -21.74%
1 month -18.18%
3 months +9.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue230.30
Premium0.02%
Premium p.a.0.07%
Leverage6.33
Implied volatility0.27

Reference data

ISIN CH1268393688
Symbol SIKF7Z
Security 126839368
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 240.00
C/P type call
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 1.95%
Premium p.a. 6.58%
Leverage 7.76
Implied volatility 26.69%
Moneyness in-the-money
Leverage 6.3290
Delta 0.8161
Gamma 0.0001
Theta -0.0011
Rho 0.0110
Vega 0.0078
Fair value 0.11
Intrinsic value n.a.
Break-even 274.75
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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