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ZKB Call Warrant auf
dormakaba Holding AG

ISIN: CH1281035399 Security: 128103539 Symbol: DOKQNZ Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.77

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 400.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.43 0.77
Volume 125'000.00 400.00
Date/time 14.06.24 17:15 17.06.24 05:55

Current data

Last price paid 0.44
Change -8.33% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +66.67%
Year to date (YTD) -8.33%
1 month -29.03%
3 months +15.79%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue412.00
Premium0.07%
Premium p.a.0.24%
Leverage5.14
Implied volatility0.45

Reference data

ISIN CH1281035399
Symbol DOKQNZ
Security 128103539
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying dormakaba Hldg N, CH0011795959
Underlying ISIN CH0011795959
Strike 440.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 19.10.2023

Key figures

Premium 6.61%
Premium p.a. 23.65%
Leverage 7.82
Implied volatility 44.92%
Moneyness in-the-money
Leverage 5.1363
Delta 0.6571
Gamma 0.0000
Theta -0.0021
Rho 0.0069
Vega 0.0091
Fair value 0.31
Intrinsic value n.a.
Break-even 500.00
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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