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ZKB Put Warrant auf
DKSH Holding AG

ISIN: CH1281048350 Security: 128104835 Symbol: DKSY8Z Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 22.05.2024 10:52:02

Sell Buy 

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Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 10:52 22.05.24 10:52

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

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

Key figures on issue

Issue price0.17
Underlying price on issue57.78
Premium0.17%
Premium p.a.0.28%
Leverage10.86
Implied volatility0.22

Reference data

ISIN CH1281048350
Symbol DKSY8Z
Security 128104835
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 52.00
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 17.26%
Premium p.a. 27.51%
Leverage 88.57
Implied volatility 21.81%
Moneyness out-of-the-money
Leverage 10.8598
Delta -0.1226
Gamma 0.0009
Theta -0.0002
Rho -0.0026
Vega 0.0050
Fair value 0.04
Intrinsic value n.a.
Break-even 51.30
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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