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ZKB Call Warrant auf
Deutsche Post AG

ISIN: CH1268366833 Security: 126836683 Symbol: DPW00Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.07.2023
Key Information Document DE 04.07.2023
Key Information Document EN 04.07.2023
Key Information Document FR 04.07.2023
Key Information Document IT 04.07.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.91%
Year to date (YTD) -83.33%
1 month -60.00%
3 months -85.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue42.82
Premium0.26%
Premium p.a.2.22%
Leverage15.79
Implied volatility0.44

Reference data

ISIN CH1268366833
Symbol DPW00Z
Security 126836683
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 50.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 25.60%
Premium p.a. 222.48%
Leverage 197.21
Implied volatility 43.73%
Moneyness out-of-the-money
Leverage 15.7920
Delta 0.0801
Gamma 0.0013
Theta -0.0005
Rho 0.0002
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 50.20
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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