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ZKB Call Warrant auf
Deutsche Post AG

ISIN: CH1305153988 Security: 130515398 Symbol: DHLFWZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 09:29:54

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 09:29 24.05.24 09:29

Current data

Last price paid 0.05
Change -23.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 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 -16.67%
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 price0.06
Underlying price on issue38.86
Premium0.03%
Premium p.a.0.31%
Leverage19.69
Implied volatility0.21

Reference data

ISIN CH1305153988
Symbol DHLFWZ
Security 130515398
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Post N, DE0005552004
Underlying ISIN DE0005552004
Strike 39.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 24.04.2024

Key figures

Premium 2.99%
Premium p.a. 31.14%
Leverage 38.46
Implied volatility 21.12%
Moneyness out-of-the-money
Leverage 19.6861
Delta 0.5118
Gamma 0.0079
Theta -0.0008
Rho 0.0009
Vega 0.0024
Fair value 0.05
Intrinsic value n.a.
Break-even 40.01
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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