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ZKB Call Warrant auf
DocMorris AG

ISIN: CH1305140860 Security: 130514086 Symbol: DOC3TZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

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 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.025 0.035
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 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date07.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -41.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue81.68
Premium0.76%
Premium p.a.2.08%
Leverage4.58
Implied volatility0.80

Reference data

ISIN CH1305140860
Symbol DOC3TZ
Security 130514086
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 120.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 29.02.2024

Key figures

Premium 75.71%
Premium p.a. 207.79%
Leverage 23.33
Implied volatility 80.47%
Moneyness out-of-the-money
Leverage 4.5790
Delta 0.1962
Gamma 0.0001
Theta -0.0004
Rho 0.0004
Vega 0.0012
Fair value 0.03
Intrinsic value n.a.
Break-even 123.00
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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