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ZKB Call Warrant auf
Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1305129566 Security: 130512956 Symbol: P91LFZ 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) 06.06.2024 09:16:36

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 06.06.24 09:16 06.06.24 09:16

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 30.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -73.33%
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue76.06
Premium0.07%
Premium p.a.1.10%
Leverage14.69
Implied volatility0.47

Reference data

ISIN CH1305129566
Symbol P91LFZ
Security 130512956
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 80.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.01.2024

Key figures

Premium 6.65%
Premium p.a. 110.35%
Leverage 49.47
Implied volatility 47.45%
Moneyness out-of-the-money
Leverage 14.6856
Delta 0.2968
Gamma 0.0004
Theta -0.0005
Rho 0.0001
Vega 0.0006
Fair value 0.02
Intrinsic value n.a.
Break-even 81.55
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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