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ZKB Call Warrant auf
Deutsche Bank AG

ISIN: CH1268367013 Security: 126836701 Symbol: DBKYAZ Life cycle
Secondary market

Bid Price 0.51

Ask Price 0.52

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.51 0.52
Volume 100'000.00 100'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.51
Change +8.51% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 +415.00%
Year to date (YTD) +325.00%
1 month +75.86%
3 months +750.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue9.72
Premium0.00%
Premium p.a.0.02%
Leverage6.72
Implied volatility0.43

Reference data

ISIN CH1268367013
Symbol DBKYAZ
Security 126836701
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 14.00
C/P type call
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 0.26%
Premium p.a. 2.17%
Leverage 7.65
Implied volatility 42.85%
Moneyness in-the-money
Leverage 6.7159
Delta 0.8776
Gamma 0.0457
Theta -0.0006
Rho 0.0011
Vega 0.0023
Fair value 0.01
Intrinsic value n.a.
Break-even 16.10
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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