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ZKB Put Warrant auf
DocMorris AG

ISIN: CH1281049655 Security: 128104965 Symbol: DOCCGZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change +10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -40.00%
Year to date (YTD) -50.00%
1 month n.a.
3 months -8.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue72.58
Premium0.30%
Premium p.a.0.47%
Leverage2.64
Implied volatility0.63

Reference data

ISIN CH1281049655
Symbol DOCCGZ
Security 128104965
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 55.00
C/P type put
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 30.00%
Premium p.a. 46.79%
Leverage 11.67
Implied volatility 62.57%
Moneyness out-of-the-money
Leverage 2.6353
Delta -0.2259
Gamma 0.0001
Theta -0.0002
Rho -0.0014
Vega 0.0017
Fair value 0.06
Intrinsic value n.a.
Break-even 49.00
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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