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ZKB Call Warrant auf
dormakaba Holding AG

ISIN: CH1268390510 Security: 126839051 Symbol: DOK4DZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 26.06.2024 10:37:34

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 26.06.24 10:37 26.06.24 10:37

Current data

Last price paid 0.15
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -62.20%
Year to date (YTD) -48.28%
1 month -62.50%
3 months -42.31%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue458.50
Premium0.08%
Premium p.a.0.30%
Leverage12.02
Implied volatility0.25

Reference data

ISIN CH1268390510
Symbol DOK4DZ
Security 126839051
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying dormakaba Hldg N, CH0011795959
Underlying ISIN CH0011795959
Strike 480.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 19.09.2023

Key figures

Premium 7.60%
Premium p.a. 29.83%
Leverage 29.71
Implied volatility 24.68%
Moneyness out-of-the-money
Leverage 12.0234
Delta 0.4047
Gamma 0.0001
Theta -0.0013
Rho 0.0044
Vega 0.0090
Fair value 0.16
Intrinsic value n.a.
Break-even 495.50
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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