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

ISIN: CH1268386120 Security: 126838612 Symbol: P91Z8Z 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) 08.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 08.05.24 17:15 08.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.12.2023 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.89%
Year to date (YTD) n.a.
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue101.23
Premium0.36%
Premium p.a.2.60%
Leverage9.16
Implied volatility0.66

Reference data

ISIN CH1268386120
Symbol P91Z8Z
Security 126838612
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 110.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 29.08.2023

Key figures

Premium 36.26%
Premium p.a. 259.50%
Leverage 79.55
Implied volatility 65.60%
Moneyness out-of-the-money
Leverage 9.1611
Delta 0.1152
Gamma 0.0001
Theta -0.0003
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 111.02
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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