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ZKB Put Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1268391195 Security: 126839119 Symbol: OER60Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -77.78%
Year to date (YTD) -75.00%
1 month -66.67%
3 months -68.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue4.04
Premium0.25%
Premium p.a.0.68%
Leverage6.54
Implied volatility0.44

Reference data

ISIN CH1268391195
Symbol OER60Z
Security 126839119
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 3.80
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.09.2023

Key figures

Premium 24.67%
Premium p.a. 67.72%
Leverage 49.12
Implied volatility 44.46%
Moneyness out-of-the-money
Leverage 6.5449
Delta -0.1333
Gamma 0.0326
Theta -0.0002
Rho -0.0005
Vega 0.0013
Fair value 0.02
Intrinsic value n.a.
Break-even 3.70
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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