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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305138492 Security: 130513849 Symbol: DAX0LZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 450'000.00

Volume 450'000.00

Date/time (delayed) 17.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.22 0.23
Volume 450'000.00 450'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.23
Change -17.86% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +87.50%
Year to date (YTD) n.a.
1 month +35.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue17'101.09
Premium0.15%
Premium p.a.0.23%
Leverage21.90
Implied volatility0.12

Reference data

ISIN CH1305138492
Symbol DAX0LZ
Security 130513849
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 21'400.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 21.02.2024

Key figures

Premium 14.93%
Premium p.a. 23.29%
Leverage 164.19
Implied volatility 11.79%
Moneyness out-of-the-money
Leverage 21.8963
Delta 0.1334
Gamma 0.0000
Theta -0.0021
Rho 0.0264
Vega 0.0637
Fair value 0.23
Intrinsic value n.a.
Break-even 21'514.01
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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