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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1281051586 Security: 128105158 Symbol: DAX0ZZ Life cycle
Secondary market

Bid Price 0.53

Ask Price 0.54

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 26.06.2024 04:52:11

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 0.53 0.54
Volume 175'000.00 175'000.00
Date/time 26.06.24 16:52 26.06.24 16:52

Current data

Last price paid 0.50
Change +13.64% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date18.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -74.29%
Year to date (YTD) -73.96%
1 month +38.89%
3 months -26.47%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price2.12
Underlying price on issue16'766.34
Premium0.05%
Premium p.a.0.18%
Leverage18.92
Implied volatility0.16

Reference data

ISIN CH1281051586
Symbol DAX0ZZ
Security 128105158
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 17'600.00
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 4.61%
Premium p.a. 18.10%
Leverage 63.84
Implied volatility 15.96%
Moneyness out-of-the-money
Leverage 18.8478
Delta -0.2953
Gamma 0.0000
Theta -0.0041
Rho -0.0284
Vega 0.0606
Fair value 0.55
Intrinsic value n.a.
Break-even 17'315.63
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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