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ZKB Put Warrant auf
Deutsche Bank AG

ISIN: CH1281051131 Security: 128105113 Symbol: DBKOTZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.10
Change -9.09% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -79.35%
Year to date (YTD) -71.43%
1 month -37.50%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue11.63
Premium0.27%
Premium p.a.0.42%
Leverage5.70
Implied volatility0.37

Reference data

ISIN CH1281051131
Symbol DBKOTZ
Security 128105113
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Bank N, DE0005140008
Underlying ISIN DE0005140008
Strike 12.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 08.12.2023

Key figures

Premium 26.76%
Premium p.a. 41.56%
Leverage 41.04
Implied volatility 37.15%
Moneyness out-of-the-money
Leverage 5.7003
Delta -0.1389
Gamma 0.0118
Theta -0.0005
Rho -0.0037
Vega 0.0069
Fair value 0.10
Intrinsic value n.a.
Break-even 11.61
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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