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ZKB Put Warrant auf
Sika AG

ISIN: CH1305127842 Security: 130512784 Symbol: SIKPYZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 450'000.00

Volume 450'000.00

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

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 0.17 0.18
Volume 450'000.00 450'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.17
Change +21.43% [ +0.03 ]
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 -57.32%
Year to date (YTD) -56.41%
1 month -41.38%
3 months -63.04%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue271.10
Premium0.09%
Premium p.a.0.26%
Leverage9.71
Implied volatility0.26

Reference data

ISIN CH1305127842
Symbol SIKPYZ
Security 130512784
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 260.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.12.2023

Key figures

Premium 8.84%
Premium p.a. 26.43%
Leverage 31.50
Implied volatility 25.65%
Moneyness out-of-the-money
Leverage 9.7111
Delta -0.3083
Gamma 0.0002
Theta -0.0011
Rho -0.0063
Vega 0.0112
Fair value 0.18
Intrinsic value n.a.
Break-even 251.25
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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