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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1338502540 Security: 133850254 Symbol: OERQIZ 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) 24.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 24.06.24 17:15 24.06.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +33.33%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.03
Underlying price on issue4.90
Premium0.26%
Premium p.a.0.48%
Leverage6.92
Implied volatility0.36

Reference data

ISIN CH1338502540
Symbol OERQIZ
Security 133850254
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 6.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 15.05.2024

Key figures

Premium 25.91%
Premium p.a. 48.26%
Leverage 24.62
Implied volatility 36.24%
Moneyness out-of-the-money
Leverage 6.9187
Delta 0.2810
Gamma 0.0516
Theta -0.0002
Rho 0.0013
Vega 0.0024
Fair value 0.04
Intrinsic value n.a.
Break-even 6.20
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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