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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1281049408 Security: 128104940 Symbol: DOCW6Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.05.2024 09:14:29

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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 09:14 23.05.24 09:14

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.00%
Year to date (YTD) -83.33%
1 month -83.33%
3 months -90.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue72.58
Premium0.57%
Premium p.a.5.79%
Leverage8.80
Implied volatility0.90

Reference data

ISIN CH1281049408
Symbol DOCW6Z
Security 128104940
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 100.00
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 57.11%
Premium p.a. 579.03%
Leverage 116.36
Implied volatility 89.85%
Moneyness out-of-the-money
Leverage 8.7991
Delta 0.0756
Gamma 0.0001
Theta -0.0004
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 100.55
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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