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ZKB Call Warrant auf
Sika AG

ISIN: CH1338504942 Security: 133850494 Symbol: SIKNWZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 27.09.2024 11:32:13

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 1'000'000.00 500'000.00
Date/time 27.09.24 11:32 27.09.24 11:32

Current data

Last price paid 0.07
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month +27.27%
3 months +7.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue281.20
Premium0.30%
Premium p.a.0.40%
Leverage10.10
Implied volatility0.24

Reference data

ISIN CH1338504942
Symbol SIKNWZ
Security 133850494
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
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 22.05.2024

Key figures

Premium 29.81%
Premium p.a. 39.86%
Leverage 70.10
Implied volatility 24.41%
Moneyness out-of-the-money
Leverage 10.0984
Delta 0.1441
Gamma 0.0001
Theta -0.0005
Rho 0.0054
Vega 0.0110
Fair value 0.08
Intrinsic value n.a.
Break-even 364.00
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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