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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1268387474 Security: 126838747 Symbol: OER1NZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 03:05:07

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 15:05 18.06.24 15:09

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 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 -16.67%
Year to date (YTD) +166.67%
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue4.38
Premium0.01%
Premium p.a.0.53%
Leverage14.04
Implied volatility0.44

Reference data

ISIN CH1268387474
Symbol OER1NZ
Security 126838747
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 4.80
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 11.09.2023

Key figures

Premium 1.45%
Premium p.a. 52.79%
Leverage 19.91
Implied volatility 44.11%
Moneyness in-the-money
Leverage 14.0372
Delta 0.7050
Gamma 0.1895
Theta -0.0013
Rho 0.0002
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 5.05
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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