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ZKB Call Warrant auf
Siemens AG

ISIN: CH1305147519 Security: 130514751 Symbol: SIEA6Z Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 29.05.2024 09:31:10

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 29.05.24 09:31 29.05.24 09:31

Current data

Last price paid 0.15
Change -11.76% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -67.95%
Year to date (YTD) n.a.
1 month -48.28%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue176.52
Premium0.03%
Premium p.a.0.41%
Leverage27.43
Implied volatility0.19

Reference data

ISIN CH1305147519
Symbol SIEA6Z
Security 130514751
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 180.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 3.37%
Premium p.a. 40.97%
Leverage 69.91
Implied volatility 18.58%
Moneyness out-of-the-money
Leverage 27.4340
Delta 0.3924
Gamma 0.0021
Theta -0.0033
Rho 0.0027
Vega 0.0096
Fair value 0.13
Intrinsic value n.a.
Break-even 182.53
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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