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ZKB Call Warrant auf
DKSH Holding AG

ISIN: CH1268387276 Security: 126838727 Symbol: DKSMXZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.005 0.015
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 25.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) -25.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue65.78
Premium0.18%
Premium p.a.2.34%
Leverage22.09
Implied volatility0.38

Reference data

ISIN CH1268387276
Symbol DKSMXZ
Security 126838727
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 72.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 11.09.2023

Key figures

Premium 17.97%
Premium p.a. 234.30%
Leverage 306.00
Implied volatility 38.47%
Moneyness out-of-the-money
Leverage 22.0897
Delta 0.0722
Gamma 0.0011
Theta -0.0008
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 72.20
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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