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ZKB Call Warrant auf
Sika AG

ISIN: CH1338496495 Security: 133849649 Symbol: SIK1XZ Life cycle
Secondary market

Bid Price 0.71

Ask Price 0.72

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.71 0.72
Volume 225'000.00 225'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.72
Change -12.20% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date13.05.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +11.72%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.64
Underlying price on issue266.95
Premium0.15%
Premium p.a.0.09%
Leverage4.30
Implied volatility0.26

Reference data

ISIN CH1338496495
Symbol SIK1XZ
Security 133849649
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 280.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 03.05.2024

Key figures

Premium 14.57%
Premium p.a. 8.82%
Leverage 7.71
Implied volatility 26.29%
Moneyness out-of-the-money
Leverage 4.2995
Delta 0.5577
Gamma 0.0001
Theta -0.0007
Rho 0.0378
Vega 0.0274
Fair value 0.72
Intrinsic value n.a.
Break-even 315.75
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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