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ZKB Call Warrant auf
DKSH Holding AG

ISIN: CH1268389926 Security: 126838992 Symbol: DKSPHZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.11.2023 17:20

Life cycle

Fixing21.06.2024
Settlement date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) n.a.
1 month -25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue64.90
Premium0.23%
Premium p.a.1.96%
Leverage19.48
Implied volatility0.37

Reference data

ISIN CH1268389926
Symbol DKSPHZ
Security 126838992
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 76.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 22.51%
Premium p.a. 195.61%
Leverage 311.00
Implied volatility 36.69%
Moneyness out-of-the-money
Leverage 19.4828
Delta 0.0626
Gamma 0.0008
Theta -0.0006
Rho 0.0002
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 76.20
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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