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ZKB Put Warrant auf
Sika AG

ISIN: CH1268373649 Security: 126837364 Symbol: SIK4MZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.23%
Year to date (YTD) -86.11%
1 month -72.22%
3 months -91.07%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue241.10
Premium0.16%
Premium p.a.1.30%
Leverage18.85
Implied volatility0.33

Reference data

ISIN CH1268373649
Symbol SIK4MZ
Security 126837364
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 240.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 20.06.2023

Key figures

Premium 15.67%
Premium p.a. 129.96%
Leverage 283.40
Implied volatility 33.45%
Moneyness out-of-the-money
Leverage 18.8472
Delta -0.0665
Gamma 0.0001
Theta -0.0009
Rho -0.0005
Vega 0.0025
Fair value 0.02
Intrinsic value n.a.
Break-even 239.00
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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