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ZKB Call Warrant auf
Sika AG

ISIN: CH1305132412 Security: 130513241 Symbol: SIK3OZ Life cycle
Secondary market

Bid Price 1.04

Ask Price 1.05

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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 1.04 1.05
Volume 175'000.00 175'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 1.05
Change -11.02% [ -0.13 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date30.01.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +80.17%
Year to date (YTD) n.a.
1 month +16.67%
3 months +41.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.58
Underlying price on issue235.80
Premium0.06%
Premium p.a.0.05%
Leverage3.88
Implied volatility0.28

Reference data

ISIN CH1305132412
Symbol SIK3OZ
Security 130513241
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 5.85%
Premium p.a. 5.39%
Leverage 5.28
Implied volatility 28.41%
Moneyness in-the-money
Leverage 3.8850
Delta 0.7352
Gamma 0.0001
Theta -0.0007
Rho 0.0318
Vega 0.0186
Fair value 0.32
Intrinsic value n.a.
Break-even 292.25
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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