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ZKB Call Warrant auf
Sika AG

ISIN: CH1305151735 Security: 130515173 Symbol: SIKHVZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

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 15.04.2024
Key Information Document DE 15.04.2024
Key Information Document EN 15.04.2024
Key Information Document FR 15.04.2024
Key Information Document IT 15.04.2024

Price data

  Bid Ask
Price 0.07 0.08
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 0.08
Change -27.27% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date22.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -16.67%
Year to date (YTD) n.a.
1 month +14.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue265.05
Premium0.25%
Premium p.a.0.40%
Leverage11.49
Implied volatility0.23

Reference data

ISIN CH1305151735
Symbol SIKHVZ
Security 130515173
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 340.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 15.04.2024

Key figures

Premium 24.50%
Premium p.a. 40.10%
Leverage 73.63
Implied volatility 23.05%
Moneyness out-of-the-money
Leverage 11.4903
Delta 0.1561
Gamma 0.0001
Theta -0.0006
Rho 0.0048
Vega 0.0103
Fair value 0.08
Intrinsic value n.a.
Break-even 343.75
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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