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ZKB Call Warrant auf
Wacker Chemie AG

ISIN: CH1281051206 Security: 128105120 Symbol: WCHESZ 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) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

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 date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) -80.00%
1 month -55.56%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue110.20
Premium0.18%
Premium p.a.1.55%
Leverage12.78
Implied volatility0.45

Reference data

ISIN CH1281051206
Symbol WCHESZ
Security 128105120
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Wacker Chemie I, DE000WCH8881
Underlying ISIN DE000WCH8881
Strike 120.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 17.81%
Premium p.a. 154.77%
Leverage 67.86
Implied volatility 45.07%
Moneyness out-of-the-money
Leverage 12.7841
Delta 0.1884
Gamma 0.0002
Theta -0.0005
Rho 0.0002
Vega 0.0009
Fair value 0.02
Intrinsic value n.a.
Break-even 121.52
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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