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ZKB Call Warrant auf
dormakaba Holding AG

ISIN: CH1268385171 Security: 126838517 Symbol: DOKB7Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.08.2023
Key Information Document DE 23.08.2023
Key Information Document EN 23.08.2023
Key Information Document FR 23.08.2023
Key Information Document IT 23.08.2023

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.20
Change -13.04% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +2.63%
Year to date (YTD) +5.26%
1 month 0.00%
3 months +17.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue427.25
Premium0.02%
Premium p.a.0.20%
Leverage15.42
Implied volatility0.22

Reference data

ISIN CH1268385171
Symbol DOKB7Z
Security 126838517
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying dormakaba Hldg N, CH0011795959
Underlying ISIN CH0011795959
Strike 480.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 23.08.2023

Key figures

Premium 2.25%
Premium p.a. 19.57%
Leverage 25.05
Implied volatility 21.96%
Moneyness in-the-money
Leverage 15.4212
Delta 0.6156
Gamma 0.0001
Theta -0.0018
Rho 0.0032
Vega 0.0063
Fair value 0.11
Intrinsic value n.a.
Break-even 499.50
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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