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ZKB Call Warrant auf
Siemens AG

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

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

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

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 0.13 0.14
Volume 425'000.00 425'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 -51.79%
Year to date (YTD) n.a.
1 month -17.65%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue179.62
Premium0.26%
Premium p.a.0.42%
Leverage11.05
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 25.65%
Premium p.a. 41.98%
Leverage 65.04
Implied volatility 23.53%
Moneyness out-of-the-money
Leverage 11.0490
Delta 0.1699
Gamma 0.0004
Theta -0.0011
Rho 0.0083
Vega 0.0173
Fair value 0.14
Intrinsic value n.a.
Break-even 222.73
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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