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ZKB Call Warrant auf
Wacker Chemie AG

ISIN: CH1305137692 Security: 130513769 Symbol: WCHIOZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 01:06:14

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 13:06 20.06.24 13:03

Current data

Last price paid 0.02
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -70.00%
Year to date (YTD) n.a.
1 month -69.23%
3 months -85.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue100.01
Premium0.02%
Premium p.a.0.69%
Leverage20.34
Implied volatility0.37

Reference data

ISIN CH1305137692
Symbol WCHIOZ
Security 130513769
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 100.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 16.02.2024

Key figures

Premium 1.52%
Premium p.a. 69.28%
Leverage 32.33
Implied volatility 37.01%
Moneyness in-the-money
Leverage 20.3366
Delta 0.6291
Gamma 0.0007
Theta -0.0013
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 103.14
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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