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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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date13.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue -89.00%
Year to date (YTD) n.a.
1 month -86.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue266.95
Premium0.17%
Premium p.a.1.98%
Leverage32.12
Implied volatility0.28

Reference data

ISIN CH1338496461
Symbol SIKXRZ
Security 133849646
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 300.00
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 16.79%
Premium p.a. 197.72%
Leverage 934.91
Implied volatility 28.16%
Moneyness out-of-the-money
Leverage 32.1194
Delta 0.0344
Gamma 0.0001
Theta -0.0005
Rho 0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 300.28
SSPA value at risk n.a.
SSPA risk rating n.a.

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