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ZKB Call Warrant auf 2024-20.12.2024 Deutsche Post AG
Deutsche Post AG

ISIN: CH1338516052 Security: 133851605 Symbol: DHLO6Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 23.08.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.07.2024
Key Information Document DE 08.07.2024
Key Information Document EN 08.07.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.045
Change +28.57% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.08.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.07.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -55.00%
Year to date (YTD) n.a.
1 month -52.63%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue40.16
Premium0.12%
Premium p.a.0.32%
Leverage12.37
Implied volatility0.22

Reference data

ISIN CH1338516052
Symbol DHLO6Z
Security 133851605
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 42.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.07.2024

Key figures

Premium 12.05%
Premium p.a. 32.34%
Leverage 40.42
Implied volatility 22.23%
Moneyness out-of-the-money
Leverage 12.3713
Delta 0.3061
Gamma 0.0036
Theta -0.0004
Rho 0.0019
Vega 0.0039
Fair value 0.05
Intrinsic value n.a.
Break-even 42.95
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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