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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1268376618 Security: 126837661 Symbol: OERMAZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -66.67%
Year to date (YTD) +50.00%
1 month n.a.
3 months +50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue4.46
Premium0.05%
Premium p.a.0.69%
Leverage20.96
Implied volatility0.27

Reference data

ISIN CH1268376618
Symbol OERMAZ
Security 126837661
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 5.20
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 30.06.2023

Key figures

Premium 5.28%
Premium p.a. 68.88%
Leverage 62.69
Implied volatility 27.18%
Moneyness out-of-the-money
Leverage 20.9609
Delta 0.3344
Gamma 0.2407
Theta -0.0006
Rho 0.0003
Vega 0.0013
Fair value 0.02
Intrinsic value n.a.
Break-even 5.28
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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