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ZKB Put Warrant auf DAX® Index
Deutscher Aktienindex DAX®

ISIN: CH1237242990 Security: 123724299 Symbol: DAXTEZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.02.2023
Key Information Document DE 15.02.2023
Key Information Document EN 15.02.2023
Key Information Document FR 15.02.2023
Key Information Document IT 15.02.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date22.02.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.34%
Year to date (YTD) -93.33%
1 month -75.00%
3 months -88.89%
1 year -97.50%
3 years n.a.

Key figures on issue

Issue price1.51
Underlying price on issue15'436.12
Premium0.12%
Premium p.a.1.03%
Leverage111.89
Implied volatility0.11

Reference data

ISIN CH1237242990
Symbol DAXTEZ
Security 123724299
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 16'500.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 15.02.2023

Key figures

Premium 11.80%
Premium p.a. 102.54%
Leverage 738'398.79
Implied volatility 10.66%
Moneyness out-of-the-money
Leverage 111.8873
Delta -0.0002
Gamma 0.0015
Theta -0.0043
Rho -0.0037
Vega 0.0366
Fair value 0.03
Intrinsic value n.a.
Break-even 16'499.97
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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