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ZKB Put Warrant auf
Sika AG

ISIN: CH1281046669 Security: 128104666 Symbol: SIKRZZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 04.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 04.06.24 17:15 04.06.24 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 30.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.45%
Year to date (YTD) -89.29%
1 month -66.67%
3 months -86.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue237.20
Premium0.15%
Premium p.a.2.26%
Leverage21.39
Implied volatility0.41

Reference data

ISIN CH1281046669
Symbol SIKRZZ
Security 128104666
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 230.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 04.12.2023

Key figures

Premium 14.84%
Premium p.a. 225.70%
Leverage 358.93
Implied volatility 40.94%
Moneyness out-of-the-money
Leverage 21.3870
Delta -0.0596
Gamma 0.0001
Theta -0.0014
Rho -0.0002
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 229.25
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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