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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1281049580 Security: 128104958 Symbol: DOCZ4Z Life cycle
Secondary market

Bid Price 0.021

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 253'200.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 12:08:22

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 0.021 0.03
Volume 253'200.00 250'000.00
Date/time 26.06.24 12:08 26.06.24 14:16

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume 5'000.00 Unit
Cumulative volume 5'000.00 Unit
Date/time 26.06.2024 13:34

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -78.75%
Year to date (YTD) -73.33%
1 month -27.27%
3 months -69.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue72.58
Premium0.73%
Premium p.a.1.36%
Leverage4.51
Implied volatility0.67

Reference data

ISIN CH1281049580
Symbol DOCZ4Z
Security 128104958
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 92.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 08.12.2023

Key figures

Premium 72.54%
Premium p.a. 136.47%
Leverage 21.49
Implied volatility 66.60%
Moneyness out-of-the-money
Leverage 4.5087
Delta 0.2098
Gamma 0.0001
Theta -0.0002
Rho 0.0005
Vega 0.0012
Fair value 0.03
Intrinsic value n.a.
Break-even 94.55
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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