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ZKB Call Warrant auf
Wacker Chemie AG

ISIN: CH1305129418 Security: 130512941 Symbol: WCHPEZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.07
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -40.91%
Year to date (YTD) n.a.
1 month -26.32%
3 months -6.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue104.05
Premium0.23%
Premium p.a.0.36%
Leverage5.90
Implied volatility0.35

Reference data

ISIN CH1305129418
Symbol WCHPEZ
Security 130512941
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 120.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.01.2024

Key figures

Premium 23.02%
Premium p.a. 35.91%
Leverage 15.62
Implied volatility 35.50%
Moneyness out-of-the-money
Leverage 5.8951
Delta 0.3774
Gamma 0.0001
Theta -0.0003
Rho 0.0020
Vega 0.0031
Fair value 0.07
Intrinsic value n.a.
Break-even 126.59
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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