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ZKB Call Warrant auf
DKSH Holding AG

ISIN: CH1281050380 Security: 128105038 Symbol: DKSVPZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 17.06.2024 03:17:57

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 17.06.24 15:17 17.06.24 15:17

Current data

Last price paid 0.14
Change -22.22% [ -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 date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -9.37%
Year to date (YTD) -6.67%
1 month -33.33%
3 months -46.15%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue57.78
Premium0.04%
Premium p.a.0.16%
Leverage11.39
Implied volatility0.21

Reference data

ISIN CH1281050380
Symbol DKSVPZ
Security 128105038
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 60.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 4.49%
Premium p.a. 16.05%
Leverage 20.76
Implied volatility 21.13%
Moneyness in-the-money
Leverage 11.3863
Delta 0.5485
Gamma 0.0029
Theta -0.0007
Rho 0.0042
Vega 0.0063
Fair value 0.14
Intrinsic value n.a.
Break-even 62.90
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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