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ZKB Call Warrant auf
Deutsche Post AG

ISIN: CH1268394009 Security: 126839400 Symbol: DHLMNZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change +10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -65.63%
Year to date (YTD) -81.03%
1 month +37.50%
3 months -71.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue38.52
Premium0.03%
Premium p.a.0.25%
Leverage19.19
Implied volatility0.19

Reference data

ISIN CH1268394009
Symbol DHLMNZ
Security 126839400
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 40.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 26.09.2023

Key figures

Premium 2.86%
Premium p.a. 24.89%
Leverage 35.86
Implied volatility 19.27%
Moneyness out-of-the-money
Leverage 19.1859
Delta 0.5351
Gamma 0.0077
Theta -0.0007
Rho 0.0012
Vega 0.0027
Fair value 0.06
Intrinsic value n.a.
Break-even 41.11
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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