Inhaltsseite: Home

ZKB Call Warrant auf
Sika AG

ISIN: CH1338504769 Security: 133850476 Symbol: SIKUDZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.06.2024 05:15:00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 24.06.24 17:15 24.06.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -84.21%
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 price0.19
Underlying price on issue281.20
Premium0.13%
Premium p.a.0.81%
Leverage21.48
Implied volatility0.24

Reference data

ISIN CH1338504769
Symbol SIKUDZ
Security 133850476
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 290.00
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 13.34%
Premium p.a. 81.13%
Leverage 171.47
Implied volatility 24.19%
Moneyness out-of-the-money
Leverage 21.4781
Delta 0.1253
Gamma 0.0002
Theta -0.0009
Rho 0.0010
Vega 0.0043
Fair value 0.03
Intrinsic value n.a.
Break-even 291.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading