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ZKB Call Warrant auf
Sika AG

ISIN: CH1305151651 Security: 130515165 Symbol: SIKWLZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.04.2024
Key Information Document DE 12.04.2024
Key Information Document EN 12.04.2024
Key Information Document FR 12.04.2024
Key Information Document IT 12.04.2024

Price data

  Bid Ask
Price 0.08 0.09
Volume 1'000'000.00 500'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.09
Change -25.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date19.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -22.73%
Year to date (YTD) n.a.
1 month +12.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue267.95
Premium0.32%
Premium p.a.0.38%
Leverage9.56
Implied volatility0.24

Reference data

ISIN CH1305151651
Symbol SIKWLZ
Security 130515165
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 360.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 12.04.2024

Key figures

Premium 31.93%
Premium p.a. 38.33%
Leverage 64.96
Implied volatility 24.44%
Moneyness out-of-the-money
Leverage 9.5619
Delta 0.1472
Gamma 0.0001
Theta -0.0005
Rho 0.0060
Vega 0.0116
Fair value 0.09
Intrinsic value n.a.
Break-even 364.25
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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