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ZKB Put Warrant auf
Sika AG

ISIN: CH1305127875 Security: 130512787 Symbol: SIKSWZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 14.05.2024 05:15:00

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 0.27 0.28
Volume 400'000.00 400'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.28
Change -6.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -43.88%
Year to date (YTD) -40.43%
1 month -31.71%
3 months -61.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue271.10
Premium0.11%
Premium p.a.0.18%
Leverage6.43
Implied volatility0.26

Reference data

ISIN CH1305127875
Symbol SIKSWZ
Security 130512787
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 11.48%
Premium p.a. 17.69%
Leverage 20.23
Implied volatility 26.43%
Moneyness out-of-the-money
Leverage 6.4339
Delta -0.3180
Gamma 0.0001
Theta -0.0008
Rho -0.0133
Vega 0.0160
Fair value 0.28
Intrinsic value n.a.
Break-even 246.25
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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