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ZKB Call Warrant auf
Siemens AG

ISIN: CH1268367468 Security: 126836746 Symbol: SIEQ5Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 15.05.2024 04:07:19

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 15.05.24 16:07 15.05.24 16:07

Current data

Last price paid 0.10
Change -23.08% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -62.00%
Year to date (YTD) -16.67%
1 month +66.67%
3 months +33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue157.58
Premium0.08%
Premium p.a.0.69%
Leverage21.78
Implied volatility0.24

Reference data

ISIN CH1268367468
Symbol SIEQ5Z
Security 126836746
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 200.00
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 8.33%
Premium p.a. 69.14%
Leverage 96.27
Implied volatility 23.86%
Moneyness out-of-the-money
Leverage 21.7792
Delta 0.2262
Gamma 0.0010
Theta -0.0028
Rho 0.0024
Vega 0.0095
Fair value 0.10
Intrinsic value n.a.
Break-even 201.94
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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