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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1281032115 Security: 128103211 Symbol: DAXM1Z Life cycle
Secondary market

Bid Price 2.73

Ask Price 2.74

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 2.73 2.74
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 2.74
Change -0.36% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date03.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +148.64%
Year to date (YTD) +70.19%
1 month +15.61%
3 months +23.42%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.10
Underlying price on issue15'311.63
Premium0.02%
Premium p.a.0.05%
Leverage5.99
Implied volatility0.22

Reference data

ISIN CH1281032115
Symbol DAXM1Z
Security 128103211
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 16'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 26.09.2023

Key figures

Premium 1.67%
Premium p.a. 5.11%
Leverage 6.62
Implied volatility 22.00%
Moneyness in-the-money
Leverage 5.9936
Delta 0.9050
Gamma 0.0000
Theta -0.0031
Rho 0.0514
Vega 0.0175
Fair value 0.30
Intrinsic value n.a.
Break-even 18'790.87
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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