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ZKB Call Warrant auf
DKSH Holding AG

ISIN: CH1268392342 Security: 126839234 Symbol: DKS5PZ Life cycle
Secondary market

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) 24.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 24.06.24 17:15 24.06.24 17:15

Current data

Last price paid 0.025
Change +25.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -85.00%
Year to date (YTD) -50.00%
1 month 0.00%
3 months -61.54%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue64.75
Premium0.09%
Premium p.a.0.35%
Leverage21.38
Implied volatility0.17

Reference data

ISIN CH1268392342
Symbol DKS5PZ
Security 126839234
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 68.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.09.2023

Key figures

Premium 9.06%
Premium p.a. 34.82%
Leverage 104.83
Implied volatility 16.83%
Moneyness out-of-the-money
Leverage 21.6077
Delta 0.2061
Gamma 0.0026
Theta -0.0004
Rho 0.0016
Vega 0.0046
Fair value 0.03
Intrinsic value n.a.
Break-even 68.60
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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