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ZKB Put Warrant auf
Deutsche Post AG

ISIN: CH1305143278 Security: 130514327 Symbol: DHLC4Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -34.38%
Year to date (YTD) n.a.
1 month -28.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue38.92
Premium0.07%
Premium p.a.0.12%
Leverage6.84
Implied volatility0.24

Reference data

ISIN CH1305143278
Symbol DHLC4Z
Security 130514327
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 38.00
C/P type put
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 7.25%
Premium p.a. 12.03%
Leverage 18.04
Implied volatility 24.25%
Moneyness out-of-the-money
Leverage 6.8376
Delta -0.3790
Gamma 0.0027
Theta -0.0002
Rho -0.0050
Vega 0.0056
Fair value 0.11
Intrinsic value n.a.
Break-even 35.86
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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