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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305129608 Security: 130512960 Symbol: DAXN5Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

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 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.025 0.035
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.30%
Year to date (YTD) n.a.
1 month -72.73%
3 months -88.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.11
Underlying price on issue16'458.00
Premium0.11%
Premium p.a.1.48%
Leverage37.52
Implied volatility0.24

Reference data

ISIN CH1305129608
Symbol DAXN5Z
Security 130512960
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 16'400.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 05.01.2024

Key figures

Premium 11.35%
Premium p.a. 147.99%
Leverage 1'207.60
Implied volatility 24.15%
Moneyness out-of-the-money
Leverage 37.5182
Delta -0.0311
Gamma 0.0000
Theta -0.0029
Rho -0.0010
Vega 0.0070
Fair value 0.03
Intrinsic value n.a.
Break-even 16'384.69
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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