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

ISIN: CH1305139631 Security: 130513963 Symbol: P91ZBZ 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) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

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 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -77.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue82.02
Premium0.13%
Premium p.a.1.29%
Leverage11.70
Implied volatility0.50

Reference data

ISIN CH1305139631
Symbol P91ZBZ
Security 130513963
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 84.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 22.02.2024

Key figures

Premium 12.73%
Premium p.a. 129.05%
Leverage 50.05
Implied volatility 50.29%
Moneyness out-of-the-money
Leverage 11.6950
Delta 0.2337
Gamma 0.0003
Theta -0.0004
Rho 0.0001
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 85.52
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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