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ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1268387474 Security: 126838747 Symbol: OER1NZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change +37.50% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue 0.00%
Year to date (YTD) +266.67%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue4.38
Premium0.04%
Premium p.a.0.33%
Leverage9.89
Implied volatility0.36

Reference data

ISIN CH1268387474
Symbol OER1NZ
Security 126838747
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 4.80
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 11.09.2023

Key figures

Premium 3.83%
Premium p.a. 33.26%
Leverage 16.37
Implied volatility 35.84%
Moneyness in-the-money
Leverage 9.8891
Delta 0.6040
Gamma 0.1290
Theta -0.0006
Rho 0.0006
Vega 0.0013
Fair value 0.04
Intrinsic value n.a.
Break-even 5.10
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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