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ZKB Call Warrant auf
Wacker Chemie AG

ISIN: CH1305142932 Security: 130514293 Symbol: WCHXZZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -76.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue100.90
Premium0.10%
Premium p.a.5.24%
Leverage19.39
Implied volatility0.70

Reference data

ISIN CH1305142932
Symbol WCHXZZ
Security 130514293
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 110.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.03.2024

Key figures

Premium 10.06%
Premium p.a. 524.47%
Leverage 96.20
Implied volatility 69.83%
Moneyness out-of-the-money
Leverage 19.3867
Delta 0.2015
Gamma 0.0003
Theta -0.0019
Rho 0.0000
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 111.05
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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