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ZKB Call Warrant auf 2024-20.06.2025 Dr. Ing. h.c. F. Porsche Aktiengesellschaft
Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1338512077 Security: 133851207 Symbol: P91C1Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 22.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.06.2024
Key Information Document DE 25.06.2024
Key Information Document EN 25.06.2024
Key Information Document FR 25.06.2024
Key Information Document IT 25.06.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 425'000.00 425'000.00
Date/time 22.07.24 17:15 22.07.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date02.07.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +3.85%
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 price0.13
Underlying price on issue71.04
Premium0.19%
Premium p.a.0.21%
Leverage4.68
Implied volatility0.35

Reference data

ISIN CH1338512077
Symbol P91C1Z
Security 133851207
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 80.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 25.06.2024

Key figures

Premium 19.14%
Premium p.a. 20.98%
Leverage 10.47
Implied volatility 35.43%
Moneyness out-of-the-money
Leverage 4.6838
Delta 0.4475
Gamma 0.0004
Theta -0.0004
Rho 0.0041
Vega 0.0052
Fair value 0.14
Intrinsic value n.a.
Break-even 86.97
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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