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ZKB Put Warrant auf
Sika AG

ISIN: CH1338504967 Security: 133850496 Symbol: SIKDWZ Life cycle
redeemed

Bid Price 0.20

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.20 0.22
Volume 250'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.20
Change +66.67% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 12:05

Life cycle

Fixing20.09.2024
Settlement date29.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -27.59%
Year to date (YTD) n.a.
1 month -52.38%
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue281.20
Premium0.00%
Premium p.a.0.06%
Leverage22.99
Implied volatility0.21

Reference data

ISIN CH1338504967
Symbol SIKDWZ
Security 133850496
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 280.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 22.05.2024

Key figures

Premium 0.11%
Premium p.a. 5.80%
Leverage 25.70
Implied volatility 20.63%
Moneyness in-the-money
Leverage 22.9884
Delta -0.8947
Gamma 0.0005
Theta -0.0017
Rho -0.0010
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 269.50
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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