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ZKB Call Warrant auf
Wacker Chemie AG

ISIN: CH1268369886 Security: 126836988 Symbol: WCHHFZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) -57.14%
1 month n.a.
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue118.23
Premium0.46%
Premium p.a.4.03%
Leverage9.35
Implied volatility0.75

Reference data

ISIN CH1268369886
Symbol WCHHFZ
Security 126836988
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 150.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 12.06.2023

Key figures

Premium 46.40%
Premium p.a. 403.25%
Leverage 101.79
Implied volatility 74.89%
Moneyness out-of-the-money
Leverage 9.3507
Delta 0.0919
Gamma 0.0001
Theta -0.0005
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 151.01
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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