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ZKB Call Warrant auf
Siemens AG

ISIN: CH1305142874 Security: 130514287 Symbol: SIE7FZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 10.06.2024 10:49:10

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 10.06.24 10:49 10.06.24 10:49

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -66.07%
Year to date (YTD) n.a.
1 month -42.11%
3 months -59.26%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue179.62
Premium0.29%
Premium p.a.0.50%
Leverage11.67
Implied volatility0.24

Reference data

ISIN CH1305142874
Symbol SIE7FZ
Security 130514287
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 220.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.03.2024

Key figures

Premium 28.72%
Premium p.a. 49.92%
Leverage 87.48
Implied volatility 24.27%
Moneyness out-of-the-money
Leverage 11.6664
Delta 0.1334
Gamma 0.0004
Theta -0.0009
Rho 0.0058
Vega 0.0136
Fair value 0.10
Intrinsic value n.a.
Break-even 221.97
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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