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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1268374027 Security: 126837402 Symbol: DAX8RZ 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) 23.05.2024 01:15:42

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 23.05.24 13:15 23.05.24 08:52

Current data

Last price paid 0.015
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 30'900.00 Unit
Date/time 15.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.43%
Year to date (YTD) -25.00%
1 month -25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue16'084.20
Premium0.06%
Premium p.a.0.65%
Leverage62.83
Implied volatility0.12

Reference data

ISIN CH1268374027
Symbol DAX8RZ
Security 126837402
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 19'900.00
C/P type call
Subscription ratio 2'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 2000
Value day 20.06.2023

Key figures

Premium 6.37%
Premium p.a. 64.54%
Leverage 976.36
Implied volatility 11.80%
Moneyness out-of-the-money
Leverage 62.8279
Delta 0.0643
Gamma 0.0000
Theta -0.0007
Rho 0.0005
Vega 0.0037
Fair value 0.01
Intrinsic value n.a.
Break-even 19'919.18
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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