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ZKB Call Warrant auf
Deutsche Post AG

ISIN: CH1305153988 Security: 130515398 Symbol: DHLFWZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) n.a.
1 month -83.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue38.86
Premium0.03%
Premium p.a.1.79%
Leverage44.62
Implied volatility0.28

Reference data

ISIN CH1305153988
Symbol DHLFWZ
Security 130515398
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 39.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 24.04.2024

Key figures

Premium 3.43%
Premium p.a. 178.78%
Leverage 180.71
Implied volatility 28.10%
Moneyness out-of-the-money
Leverage 44.6198
Delta 0.2469
Gamma 0.0111
Theta -0.0016
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 39.21
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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