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ZKB Call Warrant auf
Deutsche Bank AG

ISIN: CH1305147626 Security: 130514762 Symbol: DBKRQZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.03
Change -57.14% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -68.75%
Year to date (YTD) n.a.
1 month -87.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue13.59
Premium0.05%
Premium p.a.1.25%
Leverage33.23
Implied volatility0.27

Reference data

ISIN CH1305147626
Symbol DBKRQZ
Security 130514762
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 15.00
C/P type call
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 4.79%
Premium p.a. 124.97%
Leverage 137.43
Implied volatility 26.88%
Moneyness out-of-the-money
Leverage 33.2315
Delta 0.2418
Gamma 0.1074
Theta -0.0021
Rho 0.0003
Vega 0.0021
Fair value 0.03
Intrinsic value n.a.
Break-even 15.10
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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