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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305128279 Security: 130512827 Symbol: DAXNYZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.12.2023
Key Information Document DE 21.12.2023
Key Information Document EN 21.12.2023
Key Information Document FR 21.12.2023
Key Information Document IT 21.12.2023

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.05
Change +66.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.17%
Year to date (YTD) -96.24%
1 month -75.00%
3 months -89.58%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.59
Underlying price on issue16'647.95
Premium0.07%
Premium p.a.0.92%
Leverage47.14
Implied volatility0.18

Reference data

ISIN CH1305128279
Symbol DAXNYZ
Security 130512827
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 17'200.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 21.12.2023

Key figures

Premium 7.07%
Premium p.a. 92.11%
Leverage 804.87
Implied volatility 17.53%
Moneyness out-of-the-money
Leverage 47.1417
Delta -0.0586
Gamma 0.0000
Theta -0.0034
Rho -0.0018
Vega 0.0117
Fair value 0.05
Intrinsic value n.a.
Break-even 17'177.04
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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