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ZKB Put Warrant auf
Sika AG

ISIN: CH1305148731 Security: 130514873 Symbol: SIK7XZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 550'000.00

Volume 550'000.00

Date/time (delayed) 29.05.2024 10:28:36

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 0.22 0.23
Volume 550'000.00 550'000.00
Date/time 29.05.24 10:28 29.05.24 10:28

Current data

Last price paid 0.22
Change +10.00% [ +0.02 ]
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 -28.79%
Year to date (YTD) n.a.
1 month -29.03%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue268.90
Premium0.17%
Premium p.a.0.20%
Leverage5.75
Implied volatility0.28

Reference data

ISIN CH1305148731
Symbol SIK7XZ
Security 130514873
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 240.00
C/P type put
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 17.00%
Premium p.a. 20.48%
Leverage 23.40
Implied volatility 28.12%
Moneyness out-of-the-money
Leverage 5.7492
Delta -0.2456
Gamma 0.0001
Theta -0.0007
Rho -0.0115
Vega 0.0157
Fair value 0.24
Intrinsic value n.a.
Break-even 228.25
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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