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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1268366288 Security: 126836628 Symbol: DAXE6Z 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) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -42.86%
1 month -20.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue16'015.70
Premium0.08%
Premium p.a.1.08%
Leverage55.46
Implied volatility0.16

Reference data

ISIN CH1268366288
Symbol DAXE6Z
Security 126836628
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 20'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 02.06.2023

Key figures

Premium 8.29%
Premium p.a. 108.07%
Leverage 1'207.60
Implied volatility 16.05%
Moneyness out-of-the-money
Leverage 55.4558
Delta 0.0459
Gamma 0.0000
Theta -0.0015
Rho 0.0006
Vega 0.0048
Fair value 0.02
Intrinsic value n.a.
Break-even 20'015.31
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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