Inhaltsseite: Home

ZKB Call Warrant auf
Sika AG

ISIN: CH1305127651 Security: 130512765 Symbol: SIKPIZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 09:22:33

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:22 29.05.24 09:22

Current data

Last price paid 0.03
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -77.27%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue271.10
Premium0.24%
Premium p.a.0.72%
Leverage17.08
Implied volatility0.24

Reference data

ISIN CH1305127651
Symbol SIKPIZ
Security 130512765
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 340.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.12.2023

Key figures

Premium 23.82%
Premium p.a. 71.86%
Leverage 220.48
Implied volatility 23.86%
Moneyness out-of-the-money
Leverage 17.0844
Delta 0.0775
Gamma 0.0001
Theta -0.0005
Rho 0.0013
Vega 0.0046
Fair value 0.03
Intrinsic value n.a.
Break-even 341.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading