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ZKB Call Warrant auf
Sika AG

ISIN: CH1305148673 Security: 130514867 Symbol: SIK6EZ Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.41 0.42
Volume 300'000.00 300'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.41
Change +5.13% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date03.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +22.06%
Year to date (YTD) n.a.
1 month +64.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue268.90
Premium0.13%
Premium p.a.0.15%
Leverage6.35
Implied volatility0.26

Reference data

ISIN CH1305148673
Symbol SIK6EZ
Security 130514867
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 300.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 25.03.2024

Key figures

Premium 12.98%
Premium p.a. 15.33%
Leverage 13.68
Implied volatility 25.54%
Moneyness out-of-the-money
Leverage 6.3475
Delta 0.4639
Gamma 0.0001
Theta -0.0009
Rho 0.0187
Vega 0.0207
Fair value 0.42
Intrinsic value n.a.
Break-even 320.75
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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