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ZKB Call Warrant auf 2024-20.09.2024 Sika AG
Sika AG

ISIN: CH1338515062 Security: 133851506 Symbol: SIK5YZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.08.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.06.2024
Key Information Document DE 25.06.2024
Key Information Document EN 25.06.2024
Key Information Document FR 25.06.2024
Key Information Document IT 25.06.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.01
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 75'000.00 Unit
Date/time 16.08.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date02.07.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -81.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue257.65
Premium0.09%
Premium p.a.1.16%
Leverage35.01
Implied volatility0.22

Reference data

ISIN CH1338515062
Symbol SIK5YZ
Security 133851506
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 25.06.2024

Key figures

Premium 8.94%
Premium p.a. 116.49%
Leverage 355.87
Implied volatility 22.42%
Moneyness out-of-the-money
Leverage 35.0081
Delta 0.0984
Gamma 0.0001
Theta -0.0010
Rho 0.0004
Vega 0.0026
Fair value 0.02
Intrinsic value n.a.
Break-even 290.75
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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