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ZKB Put Warrant auf
dormakaba Holding AG

ISIN: CH1281035407 Security: 128103540 Symbol: DOK5NZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.04 0.05
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 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -87.84%
Year to date (YTD) -73.53%
1 month -35.71%
3 months -67.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue412.00
Premium0.19%
Premium p.a.0.53%
Leverage11.12
Implied volatility0.29

Reference data

ISIN CH1281035407
Symbol DOK5NZ
Security 128103540
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying dormakaba Hldg N, CH0011795959
Underlying ISIN CH0011795959
Strike 400.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 19.10.2023

Key figures

Premium 19.20%
Premium p.a. 52.70%
Leverage 108.78
Implied volatility 29.09%
Moneyness out-of-the-money
Leverage 11.1227
Delta -0.1023
Gamma 0.0000
Theta -0.0006
Rho -0.0020
Vega 0.0053
Fair value 0.05
Intrinsic value n.a.
Break-even 395.50
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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