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ZKB Call Warrant auf
Deutsche Bank AG

ISIN: CH1268393894 Security: 126839389 Symbol: DBKKOZ Life cycle
Secondary market

Bid Price 1.25

Ask Price 1.26

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 15.05.2024 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 1.25 1.26
Volume 50'000.00 50'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 1.25
Change +0.81% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 +445.65%
Year to date (YTD) +177.78%
1 month +34.41%
3 months +267.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue10.01
Premium0.00%
Premium p.a.0.03%
Leverage2.91
Implied volatility0.92

Reference data

ISIN CH1268393894
Symbol DBKKOZ
Security 126839389
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 11.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 26.09.2023

Key figures

Premium 0.36%
Premium p.a. 2.95%
Leverage 3.14
Implied volatility 92.40%
Moneyness in-the-money
Leverage 2.9147
Delta 0.9282
Gamma 0.0124
Theta -0.0010
Rho 0.0010
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 16.11
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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