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ZKB Put Warrant auf
DocMorris AG

ISIN: CH1305145653 Security: 130514565 Symbol: DOCYDZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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

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 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.24
Change +4.35% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume 6'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

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

Performance

Perf. since issue +17.50%
Year to date (YTD) n.a.
1 month +41.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue78.95
Premium0.16%
Premium p.a.0.19%
Leverage1.40
Implied volatility0.65

Reference data

ISIN CH1305145653
Symbol DOCYDZ
Security 130514565
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 80.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 19.03.2024

Key figures

Premium 15.99%
Premium p.a. 19.38%
Leverage 2.86
Implied volatility 65.32%
Moneyness in-the-money
Leverage 1.4011
Delta -0.4896
Gamma 0.0001
Theta -0.0002
Rho -0.0047
Vega 0.0024
Fair value 0.11
Intrinsic value n.a.
Break-even 56.50
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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