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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1268369019 Security: 126836901 Symbol: DAXPEZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 100'000.00 Unit
Date/time 08.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.31%
Year to date (YTD) -94.44%
1 month n.a.
3 months -92.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.59
Underlying price on issue16'111.39
Premium0.09%
Premium p.a.1.20%
Leverage40.43
Implied volatility0.21

Reference data

ISIN CH1268369019
Symbol DAXPEZ
Security 126836901
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 16'800.00
C/P type put
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 12.06.2023

Key figures

Premium 9.22%
Premium p.a. 120.14%
Leverage 905.70
Implied volatility 21.28%
Moneyness out-of-the-money
Leverage 40.4347
Delta -0.0446
Gamma 0.0000
Theta -0.0009
Rho -0.0003
Vega 0.0024
Fair value 0.01
Intrinsic value n.a.
Break-even 16'779.59
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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