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ZKB Put Warrant auf
dormakaba Holding AG

ISIN: CH1268390551 Security: 126839055 Symbol: DOKLRZ Life cycle
redeemed

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) 20.09.2024 12:00:00

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

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 30.08.2024 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 -97.56%
Year to date (YTD) -95.00%
1 month -40.00%
3 months -82.35%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue458.50
Premium0.28%
Premium p.a.14.37%
Leverage14.78
Implied volatility1.23

Reference data

ISIN CH1268390551
Symbol DOKLRZ
Security 126839055
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying dormakaba Hldg N, CH0011795959
Underlying ISIN CH0011795959
Strike 440.00
C/P type put
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 27.56%
Premium p.a. 1436.94%
Leverage 606.00
Implied volatility 122.60%
Moneyness out-of-the-money
Leverage 14.7829
Delta -0.0244
Gamma 0.0000
Theta -0.0038
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 439.00
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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