Inhaltsseite: Home

ZKB Call Warrant auf
Siemens AG

ISIN: CH1268369738 Security: 126836973 Symbol: SIELZZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 15.05.2024 10:36:09

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 15.05.24 10:36 15.05.24 10:36

Current data

Last price paid 0.33
Change -17.50% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -8.75%
Year to date (YTD) +37.50%
1 month +106.25%
3 months +120.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue160.56
Premium0.03%
Premium p.a.0.28%
Leverage14.29
Implied volatility0.25

Reference data

ISIN CH1268369738
Symbol SIELZZ
Security 126836973
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 186.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 3.33%
Premium p.a. 27.60%
Leverage 25.13
Implied volatility 24.66%
Moneyness in-the-money
Leverage 14.2863
Delta 0.5685
Gamma 0.0012
Theta -0.0040
Rho 0.0058
Vega 0.0125
Fair value 0.31
Intrinsic value n.a.
Break-even 193.45
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading