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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1305140886 Security: 130514088 Symbol: DOC20Z 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) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -40.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -45.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue81.68
Premium1.62%
Premium p.a.2.98%
Leverage3.44
Implied volatility0.98

Reference data

ISIN CH1305140886
Symbol DOC20Z
Security 130514088
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 150.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 29.02.2024

Key figures

Premium 162.21%
Premium p.a. 297.52%
Leverage 19.45
Implied volatility 98.20%
Moneyness out-of-the-money
Leverage 3.4379
Delta 0.1768
Gamma 0.0001
Theta -0.0003
Rho 0.0004
Vega 0.0011
Fair value 0.03
Intrinsic value n.a.
Break-even 153.00
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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