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ZKB Put Warrant auf
Siemens AG

ISIN: CH1305139714 Security: 130513971 Symbol: SIEIGZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 16.05.2024 04:53:17

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 16.05.24 16:53 16.05.24 16:53

Current data

Last price paid 0.31
Change -8.82% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -33.58%
Year to date (YTD) n.a.
1 month -43.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.67
Underlying price on issue170.96
Premium0.09%
Premium p.a.0.13%
Leverage6.69
Implied volatility0.25

Reference data

ISIN CH1305139714
Symbol SIEIGZ
Security 130513971
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Siemens N, DE0007236101
Underlying ISIN DE0007236101
Strike 170.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 8.64%
Premium p.a. 13.41%
Leverage 19.46
Implied volatility 24.87%
Moneyness out-of-the-money
Leverage 6.6935
Delta -0.3440
Gamma 0.0005
Theta -0.0010
Rho -0.0220
Vega 0.0256
Fair value 0.45
Intrinsic value n.a.
Break-even 160.95
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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