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ZKB Put Warrant auf
dormakaba Holding AG

ISIN: CH1268390544 Security: 126839054 Symbol: DOKK4Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 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 0.01 0.02
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 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.83%
Year to date (YTD) -93.18%
1 month -70.00%
3 months -92.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue458.50
Premium0.10%
Premium p.a.1.27%
Leverage28.08
Implied volatility0.27

Reference data

ISIN CH1268390544
Symbol DOKK4Z
Security 126839054
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 9.77%
Premium p.a. 127.41%
Leverage 324.00
Implied volatility 27.34%
Moneyness out-of-the-money
Leverage 28.0770
Delta -0.0867
Gamma 0.0000
Theta -0.0010
Rho -0.0003
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 438.50
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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