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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1281049523 Security: 128104952 Symbol: DOC5XZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.03
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 28'000.00 Unit
Date/time 07.06.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -76.92%
Year to date (YTD) -78.57%
1 month -78.57%
3 months -72.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue72.58
Premium0.33%
Premium p.a.1.06%
Leverage5.84
Implied volatility0.58

Reference data

ISIN CH1281049523
Symbol DOC5XZ
Security 128104952
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 80.00
C/P type call
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 32.59%
Premium p.a. 106.20%
Leverage 20.87
Implied volatility 58.37%
Moneyness out-of-the-money
Leverage 5.8425
Delta 0.2800
Gamma 0.0002
Theta -0.0003
Rho 0.0004
Vega 0.0012
Fair value 0.03
Intrinsic value n.a.
Break-even 83.00
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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