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ZKB Put Warrant auf
Deutsche Bank AG

ISIN: CH1305147477 Security: 130514747 Symbol: DBK3BZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 11:24:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 29.05.24 11:24 29.05.24 11:24

Current data

Last price paid 0.19
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -55.43%
Year to date (YTD) n.a.
1 month -29.63%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue13.59
Premium0.15%
Premium p.a.0.24%
Leverage5.19
Implied volatility0.35

Reference data

ISIN CH1305147477
Symbol DBK3BZ
Security 130514747
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 14.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 20.03.2024

Key figures

Premium 14.81%
Premium p.a. 24.35%
Leverage 18.67
Implied volatility 34.58%
Moneyness out-of-the-money
Leverage 5.1863
Delta -0.2778
Gamma 0.0203
Theta -0.0006
Rho -0.0077
Vega 0.0100
Fair value 0.21
Intrinsic value n.a.
Break-even 13.17
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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