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ZKB Put Warrant auf
Sika AG

ISIN: CH1305148715 Security: 130514871 Symbol: SIKIPZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.95%
Year to date (YTD) n.a.
1 month -78.13%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue268.90
Premium0.06%
Premium p.a.0.75%
Leverage25.70
Implied volatility0.24

Reference data

ISIN CH1305148715
Symbol SIKIPZ
Security 130514871
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 260.00
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 6.39%
Premium p.a. 75.19%
Leverage 137.80
Implied volatility 23.75%
Moneyness out-of-the-money
Leverage 25.6970
Delta -0.1865
Gamma 0.0003
Theta -0.0016
Rho -0.0009
Vega 0.0043
Fair value 0.04
Intrinsic value n.a.
Break-even 258.00
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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