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ZKB Put Warrant auf
Sika AG

ISIN: CH1268393704 Security: 126839370 Symbol: SIKWIZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 09:07:12

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 09:07 14.05.24 09:07

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.48%
Year to date (YTD) -69.23%
1 month -20.00%
3 months -76.47%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue230.30
Premium0.28%
Premium p.a.2.26%
Leverage12.40
Implied volatility0.54

Reference data

ISIN CH1268393704
Symbol SIKWIZ
Security 126839370
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 200.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 26.09.2023

Key figures

Premium 28.48%
Premium p.a. 226.00%
Leverage 371.47
Implied volatility 54.00%
Moneyness out-of-the-money
Leverage 12.3990
Delta -0.0334
Gamma 0.0000
Theta -0.0008
Rho -0.0003
Vega 0.0015
Fair value 0.02
Intrinsic value n.a.
Break-even 199.25
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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