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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1281052170 Security: 128105217 Symbol: DAX12Z Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 825'000.00

Volume 825'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.12.2023
Key Information Document DE 13.12.2023
Key Information Document EN 13.12.2023
Key Information Document FR 13.12.2023
Key Information Document IT 13.12.2023

Price data

  Bid Ask
Price 0.26 0.27
Volume 825'000.00 825'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.26
Change +18.18% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date20.12.2023
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -58.59%
Year to date (YTD) -56.67%
1 month +18.18%
3 months -21.21%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.64
Underlying price on issue16'808.40
Premium0.18%
Premium p.a.0.18%
Leverage8.47
Implied volatility0.21

Reference data

ISIN CH1281052170
Symbol DAX12Z
Security 128105217
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 15'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 13.12.2023

Key figures

Premium 18.29%
Premium p.a. 17.61%
Leverage 64.77
Implied volatility 20.99%
Moneyness out-of-the-money
Leverage 8.4725
Delta -0.1308
Gamma 0.0000
Theta -0.0008
Rho -0.0312
Vega 0.0371
Fair value 0.27
Intrinsic value n.a.
Break-even 14'721.83
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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