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

ISIN: CH1281037171 Security: 128103717 Symbol: P91FNZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 01:06:18

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 13:06 13.05.24 13:03

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 10.05.2024 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 -62.50%
Year to date (YTD) -40.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue84.74
Premium0.22%
Premium p.a.1.78%
Leverage9.73
Implied volatility0.58

Reference data

ISIN CH1281037171
Symbol P91FNZ
Security 128103717
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DIF Porsche Vz I, DE000PAG9113
Underlying ISIN DE000PAG9113
Strike 100.00
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 22.42%
Premium p.a. 177.89%
Leverage 54.04
Implied volatility 58.23%
Moneyness out-of-the-money
Leverage 9.7259
Delta 0.1800
Gamma 0.0002
Theta -0.0004
Rho 0.0001
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 101.53
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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