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ZKB Put Warrant auf
DKSH Holding AG

ISIN: CH1268392391 Security: 126839239 Symbol: DKSJDZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 22.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.09
Change +5.88% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -52.50%
Year to date (YTD) -68.97%
1 month -40.00%
3 months -35.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue64.75
Premium0.06%
Premium p.a.0.16%
Leverage12.08
Implied volatility0.19

Reference data

ISIN CH1268392391
Symbol DKSJDZ
Security 126839239
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 60.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.09.2023

Key figures

Premium 5.53%
Premium p.a. 15.76%
Leverage 32.37
Implied volatility 18.97%
Moneyness out-of-the-money
Leverage 12.0841
Delta -0.3733
Gamma 0.0027
Theta -0.0005
Rho -0.0044
Vega 0.0069
Fair value 0.10
Intrinsic value n.a.
Break-even 58.10
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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