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ZKB Call Warrant auf
Siemens AG

ISIN: CH1268367393 Security: 126836739 Symbol: SIE8ZZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.30
Change -61.04% [ -0.47 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -47.32%
Year to date (YTD) -26.83%
1 month -26.83%
3 months -18.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue157.58
Premium0.03%
Premium p.a.0.24%
Leverage16.63
Implied volatility0.21

Reference data

ISIN CH1268367393
Symbol SIE8ZZ
Security 126836739
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 174.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 2.86%
Premium p.a. 24.25%
Leverage 29.17
Implied volatility 21.22%
Moneyness in-the-money
Leverage 16.6282
Delta 0.5700
Gamma 0.0016
Theta -0.0034
Rho 0.0054
Vega 0.0116
Fair value 0.25
Intrinsic value n.a.
Break-even 180.00
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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