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ZKB Put Warrant auf
Siemens AG

ISIN: CH1281050893 Security: 128105089 Symbol: SIE6TZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 03:27:48

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 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 15.05.24 15:27 15.05.24 15:27

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -72.08%
Year to date (YTD) -63.49%
1 month -45.24%
3 months -58.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.77
Underlying price on issue162.45
Premium0.16%
Premium p.a.0.25%
Leverage7.64
Implied volatility0.27

Reference data

ISIN CH1281050893
Symbol SIE6TZ
Security 128105089
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 160.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 16.35%
Premium p.a. 25.29%
Leverage 42.44
Implied volatility 27.05%
Moneyness out-of-the-money
Leverage 7.6366
Delta -0.1800
Gamma 0.0003
Theta -0.0009
Rho -0.0120
Vega 0.0192
Fair value 0.22
Intrinsic value n.a.
Break-even 155.62
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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