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ZKB Put Warrant auf
DocMorris AG

ISIN: CH1305140928 Security: 130514092 Symbol: DOCBHZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.28
Change +3.70% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 +29.55%
Year to date (YTD) n.a.
1 month +47.37%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue81.68
Premium0.12%
Premium p.a.0.19%
Leverage1.36
Implied volatility0.71

Reference data

ISIN CH1305140928
Symbol DOCBHZ
Security 130514092
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 88.00
C/P type put
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 11.52%
Premium p.a. 19.12%
Leverage 2.36
Implied volatility 71.09%
Moneyness in-the-money
Leverage 1.3612
Delta -0.5769
Gamma 0.0001
Theta -0.0003
Rho -0.0041
Vega 0.0020
Fair value 0.08
Intrinsic value n.a.
Break-even 59.50
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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