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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1268391138 Security: 126839113 Symbol: OER3DZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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 0.16 0.17
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.16
Change +14.29% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +135.71%
Year to date (YTD) +540.00%
1 month n.a.
3 months +190.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue4.04
Premium0.04%
Premium p.a.0.13%
Leverage4.56
Implied volatility0.42

Reference data

ISIN CH1268391138
Symbol OER3DZ
Security 126839113
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 4.40
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.09.2023

Key figures

Premium 4.40%
Premium p.a. 13.48%
Leverage 6.07
Implied volatility 41.62%
Moneyness in-the-money
Leverage 4.5631
Delta 0.7522
Gamma 0.0532
Theta -0.0003
Rho 0.0019
Vega 0.0018
Fair value 0.04
Intrinsic value n.a.
Break-even 5.23
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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