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ZKB Call Warrant auf
Wacker Chemie AG

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

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 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 -63.64%
Year to date (YTD) n.a.
1 month n.a.
3 months -59.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue104.05
Premium0.29%
Premium p.a.0.52%
Leverage6.50
Implied volatility0.38

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 29.37%
Premium p.a. 52.04%
Leverage 22.87
Implied volatility 37.86%
Moneyness out-of-the-money
Leverage 6.4957
Delta 0.2840
Gamma 0.0001
Theta -0.0002
Rho 0.0012
Vega 0.0023
Fair value 0.04
Intrinsic value n.a.
Break-even 124.20
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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