Inhaltsseite: Home

ZKB Put Warrant auf
Siemens AG

ISIN: CH1281050893 Security: 128105089 Symbol: SIE6TZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

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 0.27 0.28
Volume 200'000.00 200'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.27
Change -3.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 -64.29%
Year to date (YTD) -57.14%
1 month -20.59%
3 months -28.95%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.77
Underlying price on issue162.45
Premium0.13%
Premium p.a.0.21%
Leverage7.50
Implied volatility0.26

Reference data

ISIN CH1281050893
Symbol SIE6TZ
Security 128105089
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 160.00
C/P type put
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 13.03%
Premium p.a. 21.32%
Leverage 31.98
Implied volatility 26.27%
Moneyness out-of-the-money
Leverage 7.4999
Delta -0.2345
Gamma 0.0004
Theta -0.0010
Rho -0.0143
Vega 0.0211
Fair value 0.28
Intrinsic value n.a.
Break-even 154.45
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading