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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1305145869 Security: 130514586 Symbol: OERZSZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 21.06.2024 01:49:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 21.06.24 13:49 21.06.24 13:49

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +94.44%
Year to date (YTD) n.a.
1 month +5.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue4.14
Premium0.07%
Premium p.a.0.09%
Leverage3.71
Implied volatility0.41

Reference data

ISIN CH1305145869
Symbol OERZSZ
Security 130514586
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 4.40
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.03.2024

Key figures

Premium 7.00%
Premium p.a. 9.12%
Leverage 5.63
Implied volatility 40.57%
Moneyness in-the-money
Leverage 3.7107
Delta 0.6586
Gamma 0.0437
Theta -0.0002
Rho 0.0027
Vega 0.0030
Fair value 0.07
Intrinsic value n.a.
Break-even 5.28
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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