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ZKB Call Warrant auf
Sika AG

ISIN: CH1305132404 Security: 130513240 Symbol: SIKDXZ Life cycle
Secondary market

Bid Price 0.74

Ask Price 0.75

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.01.2024
Key Information Document DE 23.01.2024
Key Information Document EN 23.01.2024
Key Information Document FR 23.01.2024
Key Information Document IT 23.01.2024

Price data

  Bid Ask
Price 0.74 0.75
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.75
Change -16.67% [ -0.15 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +166.07%
Year to date (YTD) n.a.
1 month +33.93%
3 months +82.93%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue235.80
Premium0.00%
Premium p.a.0.05%
Leverage6.90
Implied volatility0.34

Reference data

ISIN CH1305132404
Symbol SIKDXZ
Security 130513240
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 240.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.01.2024

Key figures

Premium 0.42%
Premium p.a. 4.90%
Leverage 7.41
Implied volatility 33.78%
Moneyness in-the-money
Leverage 6.8998
Delta 0.9309
Gamma 0.0001
Theta -0.0013
Rho 0.0037
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 277.25
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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