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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1281052246 Security: 128105224 Symbol: DAXU8Z Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 525'000.00

Volume 525'000.00

Date/time (delayed) 28.05.2024 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 0.43 0.44
Volume 525'000.00 525'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.43
Change -2.27% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 -62.17%
Year to date (YTD) -60.55%
1 month -29.51%
3 months -38.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.15
Underlying price on issue16'806.90
Premium0.11%
Premium p.a.0.10%
Leverage8.91
Implied volatility0.17

Reference data

ISIN CH1281052246
Symbol DAXU8Z
Security 128105224
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 17'000.00
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 11.37%
Premium p.a. 10.46%
Leverage 42.55
Implied volatility 17.44%
Moneyness out-of-the-money
Leverage 8.9096
Delta -0.2094
Gamma 0.0000
Theta -0.0008
Rho -0.0513
Vega 0.0554
Fair value 0.44
Intrinsic value n.a.
Break-even 16'560.86
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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