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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1268388316 Security: 126838831 Symbol: DAX4VZ Life cycle
Secondary market

Bid Price 0.53

Ask Price 0.54

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.09.2023
Key Information Document DE 15.09.2023
Key Information Document EN 15.09.2023
Key Information Document FR 15.09.2023
Key Information Document IT 15.09.2023

Price data

  Bid Ask
Price 0.53 0.54
Volume 275'000.00 275'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.54
Change -3.57% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date22.09.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -79.81%
Year to date (YTD) -69.14%
1 month -34.15%
3 months -44.90%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.65
Underlying price on issue15'975.47
Premium0.10%
Premium p.a.0.16%
Leverage12.89
Implied volatility0.17

Reference data

ISIN CH1268388316
Symbol DAX4VZ
Security 126838831
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 17'000.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 15.09.2023

Key figures

Premium 9.53%
Premium p.a. 15.82%
Leverage 67.73
Implied volatility 17.02%
Moneyness out-of-the-money
Leverage 12.8943
Delta -0.1904
Gamma 0.0000
Theta -0.0022
Rho -0.0487
Vega 0.0764
Fair value 0.54
Intrinsic value n.a.
Break-even 16'727.02
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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