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ZKB Put Warrant auf
dormakaba Holding AG

ISIN: CH1338501963 Security: 133850196 Symbol: DOKARZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 28.06.2024 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 0.46 0.47
Volume 125'000.00 125'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.47
Change +2.17% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 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 +32.86%
Year to date (YTD) n.a.
1 month +56.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue493.75
Premium0.06%
Premium p.a.0.11%
Leverage5.40
Implied volatility0.26

Reference data

ISIN CH1338501963
Symbol DOKARZ
Security 133850196
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying dormakaba Hldg N, CH0011795959
Underlying ISIN CH0011795959
Strike 480.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 15.05.2024

Key figures

Premium 5.97%
Premium p.a. 11.34%
Leverage 9.91
Implied volatility 26.49%
Moneyness in-the-money
Leverage 5.4008
Delta -0.5448
Gamma 0.0000
Theta -0.0009
Rho -0.0145
Vega 0.0131
Fair value 0.28
Intrinsic value n.a.
Break-even 433.50
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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