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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1268391328 Security: 126839132 Symbol: DAX2FZ Life cycle
Secondary market

Bid Price 1.21

Ask Price 1.22

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 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 1.21 1.22
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.22
Change -0.81% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.09.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +120.91%
Year to date (YTD) +93.65%
1 month +20.79%
3 months +28.42%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue15'763.66
Premium0.05%
Premium p.a.0.08%
Leverage9.77
Implied volatility0.15

Reference data

ISIN CH1268391328
Symbol DAX2FZ
Security 126839132
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'200.00
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 5.09%
Premium p.a. 8.45%
Leverage 14.92
Implied volatility 14.87%
Moneyness in-the-money
Leverage 9.7692
Delta 0.6549
Gamma 0.0000
Theta -0.0029
Rho 0.0653
Vega 0.0518
Fair value 0.92
Intrinsic value n.a.
Break-even 19'440.06
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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