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ZKB Call Warrant auf
Deutsche Bank AG

ISIN: CH1305153756 Security: 130515375 Symbol: DBKVJZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.035 0.045
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 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -42.86%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue15.40
Premium0.10%
Premium p.a.0.85%
Leverage17.60
Implied volatility0.32

Reference data

ISIN CH1305153756
Symbol DBKVJZ
Security 130515375
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 17.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 24.04.2024

Key figures

Premium 9.76%
Premium p.a. 84.82%
Leverage 96.43
Implied volatility 32.45%
Moneyness out-of-the-money
Leverage 17.5978
Delta 0.1825
Gamma 0.0396
Theta -0.0010
Rho 0.0006
Vega 0.0034
Fair value 0.04
Intrinsic value n.a.
Break-even 17.16
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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