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ZKB Call Warrant auf
DKSH Holding AG

ISIN: CH1281050422 Security: 128105042 Symbol: DKSV7Z Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.11
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 date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +16.67%
Year to date (YTD) +29.41%
1 month 0.00%
3 months -35.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue57.78
Premium0.06%
Premium p.a.0.17%
Leverage13.01
Implied volatility0.18

Reference data

ISIN CH1281050422
Symbol DKSV7Z
Security 128105042
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DKSH Hldg N, CH0126673539
Underlying ISIN CH0126673539
Strike 64.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 6.27%
Premium p.a. 17.21%
Leverage 29.62
Implied volatility 18.23%
Moneyness out-of-the-money
Leverage 13.0063
Delta 0.4391
Gamma 0.0029
Theta -0.0006
Rho 0.0046
Vega 0.0074
Fair value 0.11
Intrinsic value n.a.
Break-even 66.10
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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