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ZKB Call Warrant auf
Deutsche Bank AG

ISIN: CH1305147626 Security: 130514762 Symbol: DBKRQZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +193.75%
Year to date (YTD) n.a.
1 month +76.92%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue13.59
Premium0.02%
Premium p.a.0.18%
Leverage10.09
Implied volatility0.37

Reference data

ISIN CH1305147626
Symbol DBKRQZ
Security 130514762
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 15.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 20.03.2024

Key figures

Premium 2.02%
Premium p.a. 17.60%
Leverage 16.41
Implied volatility 37.19%
Moneyness in-the-money
Leverage 10.0904
Delta 0.6147
Gamma 0.0597
Theta -0.0013
Rho 0.0015
Vega 0.0047
Fair value 0.08
Intrinsic value n.a.
Break-even 15.95
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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