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ZKB Put Warrant auf
DocMorris AG

ISIN: CH1305140902 Security: 130514090 Symbol: DOCT3Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change +18.18% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +22.73%
Year to date (YTD) n.a.
1 month +100.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue81.68
Premium0.06%
Premium p.a.0.48%
Leverage3.31
Implied volatility0.78

Reference data

ISIN CH1305140902
Symbol DOCT3Z
Security 130514090
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DocMorris N, CH0042615283
Underlying ISIN CH0042615283
Strike 80.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 29.02.2024

Key figures

Premium 5.54%
Premium p.a. 48.14%
Leverage 5.21
Implied volatility 77.80%
Moneyness in-the-money
Leverage 3.3134
Delta -0.6354
Gamma 0.0002
Theta -0.0008
Rho -0.0007
Vega 0.0009
Fair value 0.04
Intrinsic value n.a.
Break-even 66.50
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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