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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1338502524 Security: 133850252 Symbol: OERWHZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 31.05.2024 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 0.08 0.09
Volume 675'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.08
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +41.67%
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 price0.06
Underlying price on issue4.90
Premium0.16%
Premium p.a.0.27%
Leverage5.45
Implied volatility0.36

Reference data

ISIN CH1338502524
Symbol OERWHZ
Security 133850252
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 5.40
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 16.38%
Premium p.a. 27.18%
Leverage 11.78
Implied volatility 36.34%
Moneyness out-of-the-money
Leverage 5.4469
Delta 0.4625
Gamma 0.0562
Theta -0.0003
Rho 0.0023
Vega 0.0031
Fair value 0.09
Intrinsic value n.a.
Break-even 5.82
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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