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ZKB Call Warrant auf
Sika AG

ISIN: CH1305140456 Security: 130514045 Symbol: SIK4VZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date01.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -31.25%
Year to date (YTD) n.a.
1 month -20.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue257.25
Premium0.02%
Premium p.a.0.46%
Leverage43.76
Implied volatility0.17

Reference data

ISIN CH1305140456
Symbol SIK4VZ
Security 130514045
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Sika N, CH0418792922
Underlying ISIN CH0418792922
Strike 280.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 23.02.2024

Key figures

Premium 1.64%
Premium p.a. 45.92%
Leverage 101.16
Implied volatility 16.74%
Moneyness out-of-the-money
Leverage 43.7611
Delta 0.4326
Gamma 0.0009
Theta -0.0028
Rho 0.0008
Vega 0.0041
Fair value 0.06
Intrinsic value n.a.
Break-even 282.75
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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