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

ISIN: CH1281037197 Security: 128103719 Symbol: P91UVZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 10.05.2024 09:22:17

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 10.05.24 09:22 10.05.24 09:12

Current data

Last price paid 0.025
Change -28.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) -50.00%
1 month -73.68%
3 months -37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue84.74
Premium0.11%
Premium p.a.0.80%
Leverage11.25
Implied volatility0.42

Reference data

ISIN CH1281037197
Symbol P91UVZ
Security 128103719
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 88.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 02.11.2023

Key figures

Premium 10.70%
Premium p.a. 79.73%
Leverage 39.74
Implied volatility 42.26%
Moneyness out-of-the-money
Leverage 11.2524
Delta 0.2831
Gamma 0.0003
Theta -0.0003
Rho 0.0002
Vega 0.0010
Fair value 0.02
Intrinsic value n.a.
Break-even 90.05
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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