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ZKB Call Warrant auf 2024-20.06.2025 Siemens AG
Siemens AG

ISIN: CH1338507085 Security: 133850708 Symbol: SIEH5Z Life cycle
Secondary market

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 26.06.2024 01:15:58

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.34 0.35
Volume 150'000.00 150'000.00
Date/time 26.06.24 13:15 26.06.24 13:15

Current data

Last price paid 0.36
Change -2.70% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -43.44%
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 price0.61
Underlying price on issue180.89
Premium0.22%
Premium p.a.0.22%
Leverage7.01
Implied volatility0.25

Reference data

ISIN CH1338507085
Symbol SIEH5Z
Security 133850708
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 200.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 28.05.2024

Key figures

Premium 22.33%
Premium p.a. 22.26%
Leverage 23.54
Implied volatility 25.34%
Moneyness out-of-the-money
Leverage 7.0106
Delta 0.2978
Gamma 0.0004
Theta -0.0010
Rho 0.0194
Vega 0.0279
Fair value 0.35
Intrinsic value n.a.
Break-even 207.20
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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