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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1268387474 Security: 126838747 Symbol: OER1NZ Life cycle
redeemed

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.035
Change -30.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

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

Performance

Perf. since issue -50.00%
Year to date (YTD) +133.33%
1 month -36.36%
3 months +75.00%
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.0.42%
Leverage23.24
Implied volatility0.31

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 0.81%
Premium p.a. 42.48%
Leverage 32.73
Implied volatility 30.83%
Moneyness in-the-money
Leverage 23.2364
Delta 0.7099
Gamma 0.3247
Theta -0.0011
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 4.95
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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