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ZKB Put Warrant auf
Sika AG

ISIN: CH1338499598 Security: 133849959 Symbol: SIKVUZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 500'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.055
Change -21.43% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -70.59%
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 price0.17
Underlying price on issue271.00
Premium0.06%
Premium p.a.0.59%
Leverage24.69
Implied volatility0.22

Reference data

ISIN CH1338499598
Symbol SIKVUZ
Security 133849959
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 270.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 06.05.2024

Key figures

Premium 5.78%
Premium p.a. 58.57%
Leverage 113.56
Implied volatility 21.93%
Moneyness out-of-the-money
Leverage 24.6875
Delta -0.2174
Gamma 0.0003
Theta -0.0015
Rho -0.0013
Vega 0.0052
Fair value 0.05
Intrinsic value n.a.
Break-even 267.50
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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