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ZKB Call Warrant auf
Wacker Chemie AG

ISIN: CH1305129418 Security: 130512941 Symbol: WCHPEZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -45.45%
Year to date (YTD) n.a.
1 month 0.00%
3 months -7.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue104.05
Premium0.24%
Premium p.a.0.39%
Leverage6.02
Implied volatility0.36

Reference data

ISIN CH1305129418
Symbol WCHPEZ
Security 130512941
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 120.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.01.2024

Key figures

Premium 23.77%
Premium p.a. 39.44%
Leverage 16.64
Implied volatility 36.44%
Moneyness out-of-the-money
Leverage 6.0152
Delta 0.3614
Gamma 0.0001
Theta -0.0003
Rho 0.0018
Vega 0.0029
Fair value 0.06
Intrinsic value n.a.
Break-even 126.12
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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