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ZKB Call Warrant auf 2024-21.03.2025 Sika AG
Sika AG

ISIN: CH1338514974 Security: 133851497 Symbol: SIKXVZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 22.07.2024 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 0.50 0.51
Volume 225'000.00 225'000.00
Date/time 22.07.24 17:15 22.07.24 17:15

Current data

Last price paid 0.50
Change +6.38% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date02.07.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +12.22%
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 price0.45
Underlying price on issue257.65
Premium0.08%
Premium p.a.0.12%
Leverage6.23
Implied volatility0.25

Reference data

ISIN CH1338514974
Symbol SIKXVZ
Security 133851497
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 260.00
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 7.76%
Premium p.a. 11.71%
Leverage 10.48
Implied volatility 25.32%
Moneyness in-the-money
Leverage 6.2266
Delta 0.5940
Gamma 0.0002
Theta -0.0010
Rho 0.0178
Vega 0.0167
Fair value 0.41
Intrinsic value n.a.
Break-even 285.25
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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