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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1268391336 Security: 126839133 Symbol: DAXV5Z Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.33 0.34
Volume 275'000.00 275'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.34
Change -20.93% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume 104'800.00 Unit
Date/time 14.06.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +24.07%
Year to date (YTD) +13.33%
1 month -60.00%
3 months -42.37%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue15'764.65
Premium0.05%
Premium p.a.0.18%
Leverage20.43
Implied volatility0.13

Reference data

ISIN CH1268391336
Symbol DAXV5Z
Security 126839133
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'600.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 20.09.2023

Key figures

Premium 5.13%
Premium p.a. 17.85%
Leverage 51.27
Implied volatility 13.36%
Moneyness out-of-the-money
Leverage 20.4318
Delta 0.3985
Gamma 0.0000
Theta -0.0029
Rho 0.0181
Vega 0.0356
Fair value 0.34
Intrinsic value n.a.
Break-even 18'951.61
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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