Inhaltsseite: Home

ZKB Put Warrant auf
OC Oerlikon Corporation AG

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

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 22.07.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 22.07.24 17:15 22.07.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.07.2024 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 -75.00%
Year to date (YTD) -62.50%
1 month n.a.
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue3.54
Premium0.44%
Premium p.a.0.96%
Leverage5.06
Implied volatility0.59

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 44.38%
Premium p.a. 96.41%
Leverage 98.88
Implied volatility 59.13%
Moneyness out-of-the-money
Leverage 5.0631
Delta -0.0512
Gamma 0.0106
Theta -0.0001
Rho -0.0003
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 2.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading