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ZKB Call Warrant auf
Siemens AG

ISIN: CH1268384646 Security: 126838464 Symbol: SIEBQZ Life cycle
Secondary market

Bid Price 1.89

Ask Price 1.90

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 1.89 1.90
Volume 50'000.00 50'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 1.89
Change +4.42% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +338.37%
Year to date (YTD) +69.16%
1 month +47.15%
3 months +90.53%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue136.50
Premium0.01%
Premium p.a.0.05%
Leverage4.65
Implied volatility0.41

Reference data

ISIN CH1268384646
Symbol SIEBQZ
Security 126838464
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 150.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.08.2023

Key figures

Premium 0.66%
Premium p.a. 5.45%
Leverage 4.88
Implied volatility 40.52%
Moneyness in-the-money
Leverage 4.6464
Delta 0.9530
Gamma 0.0002
Theta -0.0021
Rho 0.0083
Vega 0.0031
Fair value 0.06
Intrinsic value n.a.
Break-even 188.39
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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