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ZKB Put Warrant auf
Deutsche Bank AG

ISIN: CH1268366999 Security: 126836699 Symbol: DBK07Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 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 16.05.2024 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 -98.66%
Year to date (YTD) -90.00%
1 month n.a.
3 months -88.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue9.72
Premium0.37%
Premium p.a.3.14%
Leverage11.87
Implied volatility0.63

Reference data

ISIN CH1268366999
Symbol DBK07Z
Security 126836699
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 10.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 02.06.2023

Key figures

Premium 37.05%
Premium p.a. 314.49%
Leverage 708.66
Implied volatility 63.35%
Moneyness out-of-the-money
Leverage 11.8731
Delta -0.0168
Gamma 0.0031
Theta -0.0004
Rho -0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 9.98
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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