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ZKB Put Warrant auf
DKSH Holding AG

ISIN: CH1281048327 Security: 128104832 Symbol: DKSHRZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.05
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -77.27%
Year to date (YTD) -73.68%
1 month -41.18%
3 months -41.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue57.78
Premium0.10%
Premium p.a.0.31%
Leverage13.00
Implied volatility0.22

Reference data

ISIN CH1281048327
Symbol DKSHRZ
Security 128104832
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 56.00
C/P type put
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 10.13%
Premium p.a. 31.07%
Leverage 61.20
Implied volatility 22.32%
Moneyness out-of-the-money
Leverage 13.0004
Delta -0.2124
Gamma 0.0019
Theta -0.0004
Rho -0.0023
Vega 0.0051
Fair value 0.05
Intrinsic value n.a.
Break-even 55.00
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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