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ZKB Put Warrant auf
Wacker Chemie AG

ISIN: CH1305151321 Security: 130515132 Symbol: WCHJXZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change -6.67% [ -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 date17.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +3.57%
Year to date (YTD) n.a.
1 month -6.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue113.55
Premium0.07%
Premium p.a.0.12%
Leverage3.48
Implied volatility0.37

Reference data

ISIN CH1305151321
Symbol WCHJXZ
Security 130515132
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 110.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 10.04.2024

Key figures

Premium 7.43%
Premium p.a. 11.58%
Leverage 7.01
Implied volatility 37.01%
Moneyness in-the-money
Leverage 3.4819
Delta -0.4970
Gamma 0.0001
Theta -0.0002
Rho -0.0042
Vega 0.0032
Fair value 0.08
Intrinsic value n.a.
Break-even 95.30
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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