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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1281051537 Security: 128105153 Symbol: DAXL5Z Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 750'000.00

Volume 375'000.00

Date/time (delayed) 17.05.2024 01:50:31

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.12.2023
Key Information Document DE 11.12.2023
Key Information Document EN 11.12.2023
Key Information Document FR 11.12.2023
Key Information Document IT 11.12.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 750'000.00 375'000.00
Date/time 17.05.24 13:50 17.05.24 13:50

Current data

Last price paid 0.075
Change -21.05% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.48%
Year to date (YTD) -94.97%
1 month -82.95%
3 months -92.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.66
Underlying price on issue16'766.84
Premium0.07%
Premium p.a.0.61%
Leverage39.30
Implied volatility0.16

Reference data

ISIN CH1281051537
Symbol DAXL5Z
Security 128105153
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 17'400.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 11.12.2023

Key figures

Premium 7.08%
Premium p.a. 61.50%
Leverage 491.07
Implied volatility 16.18%
Moneyness out-of-the-money
Leverage 39.3039
Delta -0.0800
Gamma 0.0000
Theta -0.0033
Rho -0.0037
Vega 0.0186
Fair value 0.08
Intrinsic value n.a.
Break-even 17'361.95
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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