Inhaltsseite: Home

ZKB Call Warrant auf
Sika AG

ISIN: CH1305148707 Security: 130514870 Symbol: SIKI4Z Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 450'000.00

Volume 450'000.00

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

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 0.21 0.22
Volume 450'000.00 450'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.22
Change -21.43% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -10.42%
Year to date (YTD) n.a.
1 month +15.79%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue268.90
Premium0.20%
Premium p.a.0.24%
Leverage7.79
Implied volatility0.25

Reference data

ISIN CH1305148707
Symbol SIKI4Z
Security 130514870
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 320.00
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 19.79%
Premium p.a. 23.77%
Leverage 25.68
Implied volatility 24.68%
Moneyness out-of-the-money
Leverage 7.7930
Delta 0.3034
Gamma 0.0001
Theta -0.0007
Rho 0.0121
Vega 0.0176
Fair value 0.22
Intrinsic value n.a.
Break-even 330.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading