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

ISIN: CH1281050547 Security: 128105054 Symbol: P91QDZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 10.05.2024 05:15:00

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 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 -33.33%
Year to date (YTD) -7.14%
1 month -53.57%
3 months -7.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue82.94
Premium0.16%
Premium p.a.0.24%
Leverage5.68
Implied volatility0.34

Reference data

ISIN CH1281050547
Symbol P91QDZ
Security 128105054
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 08.12.2023

Key figures

Premium 15.69%
Premium p.a. 23.76%
Leverage 13.24
Implied volatility 34.03%
Moneyness out-of-the-money
Leverage 5.6809
Delta 0.4290
Gamma 0.0002
Theta -0.0002
Rho 0.0017
Vega 0.0025
Fair value 0.06
Intrinsic value n.a.
Break-even 94.15
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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