Inhaltsseite: Home

ZKB Call Warrant auf
OC Oerlikon Corporation AG

ISIN: CH1268381931 Security: 126838193 Symbol: OERH2Z Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +56.25%
Year to date (YTD) +500.00%
1 month +380.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue4.22
Premium0.02%
Premium p.a.0.20%
Leverage6.15
Implied volatility0.47

Reference data

ISIN CH1268381931
Symbol OERH2Z
Security 126838193
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying OC Oerlikon N, CH0000816824
Underlying ISIN CH0000816824
Strike 4.40
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 09.08.2023

Key figures

Premium 2.30%
Premium p.a. 19.99%
Leverage 7.86
Implied volatility 47.05%
Moneyness in-the-money
Leverage 6.1464
Delta 0.7821
Gamma 0.0751
Theta -0.0006
Rho 0.0007
Vega 0.0010
Fair value 0.02
Intrinsic value n.a.
Break-even 5.03
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading