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ZKB Call Warrant auf
Deutsche Bank AG

ISIN: CH1305151073 Security: 130515107 Symbol: DBKUHZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 29.05.2024 01:03:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 29.05.24 13:03 29.05.24 13:03

Current data

Last price paid 0.085
Change +6.25% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -45.00%
Year to date (YTD) n.a.
1 month -22.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue14.87
Premium0.05%
Premium p.a.0.64%
Leverage22.53
Implied volatility0.25

Reference data

ISIN CH1305151073
Symbol DBKUHZ
Security 130515107
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 16.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 10.04.2024

Key figures

Premium 5.30%
Premium p.a. 64.46%
Leverage 69.34
Implied volatility 24.65%
Moneyness out-of-the-money
Leverage 22.5260
Delta 0.3248
Gamma 0.0833
Theta -0.0017
Rho 0.0010
Vega 0.0039
Fair value 0.06
Intrinsic value n.a.
Break-even 16.22
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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