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ZKB Put Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1281049309 Security: 128104930 Symbol: OERQAZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 0.01 0.02
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 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 -62.50%
Year to date (YTD) -50.00%
1 month n.a.
3 months -42.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue3.54
Premium0.46%
Premium p.a.0.76%
Leverage4.21
Implied volatility0.58

Reference data

ISIN CH1281049309
Symbol OERQAZ
Security 128104930
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 2.80
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 08.12.2023

Key figures

Premium 45.55%
Premium p.a. 75.58%
Leverage 66.73
Implied volatility 58.36%
Moneyness out-of-the-money
Leverage 4.2088
Delta -0.0631
Gamma 0.0109
Theta -0.0001
Rho -0.0005
Vega 0.0010
Fair value 0.02
Intrinsic value n.a.
Break-even 2.73
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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