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ZKB Call Warrant auf
Siemens AG

ISIN: CH1281050844 Security: 128105084 Symbol: SIE5BZ Life cycle
Secondary market

Bid Price 0.61

Ask Price 0.62

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.61 0.62
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.62
Change -1.59% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +9.82%
Year to date (YTD) +1.64%
1 month -13.89%
3 months -37.37%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue162.45
Premium0.09%
Premium p.a.0.15%
Leverage7.58
Implied volatility0.23

Reference data

ISIN CH1281050844
Symbol SIE5BZ
Security 128105084
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 180.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 9.24%
Premium p.a. 15.33%
Leverage 14.04
Implied volatility 22.70%
Moneyness out-of-the-money
Leverage 7.5813
Delta 0.5398
Gamma 0.0007
Theta -0.0018
Rho 0.0244
Vega 0.0266
Fair value 0.62
Intrinsic value n.a.
Break-even 192.55
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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