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ZKB Call Warrant auf
Sika AG

ISIN: CH1338504876 Security: 133850487 Symbol: SIKUWZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 26.09.2024 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 0.18 0.19
Volume 325'000.00 325'000.00
Date/time 26.09.24 17:15 26.09.24 17:15

Current data

Last price paid 0.18
Change +20.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -51.32%
Year to date (YTD) n.a.
1 month +50.00%
3 months +28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue281.20
Premium0.07%
Premium p.a.0.26%
Leverage12.40
Implied volatility0.23

Reference data

ISIN CH1338504876
Symbol SIKUWZ
Security 133850487
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 7.14%
Premium p.a. 25.56%
Leverage 30.19
Implied volatility 22.65%
Moneyness out-of-the-money
Leverage 12.3983
Delta 0.4106
Gamma 0.0002
Theta -0.0013
Rho 0.0059
Vega 0.0115
Fair value 0.19
Intrinsic value n.a.
Break-even 299.25
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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