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ZKB Call Warrant auf
Deutsche Bank AG

ISIN: CH1305129236 Security: 130512923 Symbol: DBKP3Z Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 04.06.2024 03:32:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 04.06.24 15:32 04.06.24 15:32

Current data

Last price paid 0.32
Change -8.57% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +110.00%
Year to date (YTD) n.a.
1 month +6.67%
3 months +255.56%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue12.36
Premium0.13%
Premium p.a.0.23%
Leverage5.94
Implied volatility0.31

Reference data

ISIN CH1305129236
Symbol DBKP3Z
Security 130512923
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 16.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 05.01.2024

Key figures

Premium 13.48%
Premium p.a. 22.77%
Leverage 11.74
Implied volatility 31.49%
Moneyness out-of-the-money
Leverage 5.9398
Delta 0.5060
Gamma 0.0278
Theta -0.0010
Rho 0.0092
Vega 0.0113
Fair value 0.32
Intrinsic value n.a.
Break-even 17.30
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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