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ZKB Call Warrant auf
Dr. Ing. h.c. F. Porsche Aktiengesellschaft

ISIN: CH1268367344 Security: 126836734 Symbol: P91V8Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.01.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.86%
Year to date (YTD) -33.33%
1 month n.a.
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue117.68
Premium0.42%
Premium p.a.3.41%
Leverage8.74
Implied volatility0.75

Reference data

ISIN CH1268367344
Symbol P91V8Z
Security 126836734
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 120.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 02.06.2023

Key figures

Premium 42.01%
Premium p.a. 340.74%
Leverage 83.58
Implied volatility 75.10%
Moneyness out-of-the-money
Leverage 8.7417
Delta 0.1046
Gamma 0.0001
Theta -0.0004
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 121.02
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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