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ZKB Call Warrant auf
Deutsche Post AG

ISIN: CH1305143369 Security: 130514336 Symbol: DHLSXZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 17.06.2024 11:04:33

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 575'000.00 300'000.00
Date/time 17.06.24 11:04 17.06.24 11:04

Current data

Last price paid 0.10
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -26.92%
Year to date (YTD) n.a.
1 month -33.33%
3 months -16.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue38.92
Premium0.11%
Premium p.a.0.19%
Leverage8.66
Implied volatility0.23

Reference data

ISIN CH1305143369
Symbol DHLSXZ
Security 130514336
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 40.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.03.2024

Key figures

Premium 10.73%
Premium p.a. 19.29%
Leverage 19.06
Implied volatility 22.53%
Moneyness out-of-the-money
Leverage 8.6615
Delta 0.4543
Gamma 0.0033
Theta -0.0004
Rho 0.0040
Vega 0.0054
Fair value 0.10
Intrinsic value n.a.
Break-even 41.99
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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