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ZKB Call Warrant auf
Deutsche Post AG

ISIN: CH1281051198 Security: 128105119 Symbol: DHL7VZ 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 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

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 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.44%
Year to date (YTD) -91.67%
1 month n.a.
3 months -88.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue45.93
Premium0.16%
Premium p.a.1.36%
Leverage20.91
Implied volatility0.31

Reference data

ISIN CH1281051198
Symbol DHL7VZ
Security 128105119
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 46.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 15.59%
Premium p.a. 135.51%
Leverage 197.21
Implied volatility 30.82%
Moneyness out-of-the-money
Leverage 20.9147
Delta 0.1061
Gamma 0.0022
Theta -0.0005
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 46.20
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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