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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1305145646 Security: 130514564 Symbol: DOC6GZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -55.56%
Year to date (YTD) n.a.
1 month -52.63%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue78.95
Premium0.99%
Premium p.a.1.22%
Leverage3.64
Implied volatility0.69

Reference data

ISIN CH1305145646
Symbol DOC6GZ
Security 130514564
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 120.00
C/P type call
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 98.56%
Premium p.a. 122.36%
Leverage 15.61
Implied volatility 68.81%
Moneyness out-of-the-money
Leverage 3.6424
Delta 0.2333
Gamma 0.0001
Theta -0.0002
Rho 0.0009
Vega 0.0017
Fair value 0.04
Intrinsic value n.a.
Break-even 124.00
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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