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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1305140860 Security: 130514086 Symbol: DOC3TZ 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) 31.05.2024 05:15:00

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.02
Change -42.86% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date07.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -63.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue81.68
Premium0.81%
Premium p.a.2.47%
Leverage5.64
Implied volatility0.74

Reference data

ISIN CH1305140860
Symbol DOC3TZ
Security 130514086
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 120.00
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 80.67%
Premium p.a. 247.43%
Leverage 44.83
Implied volatility 74.06%
Moneyness out-of-the-money
Leverage 5.6413
Delta 0.1258
Gamma 0.0001
Theta -0.0002
Rho 0.0002
Vega 0.0008
Fair value 0.02
Intrinsic value n.a.
Break-even 121.50
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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