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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305139920 Security: 130513992 Symbol: DAX31Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 550'000.00

Volume 550'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 550'000.00 550'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.10
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date01.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.20%
Year to date (YTD) n.a.
1 month -86.49%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.08
Underlying price on issue17'368.18
Premium0.06%
Premium p.a.0.50%
Leverage41.35
Implied volatility0.15

Reference data

ISIN CH1305139920
Symbol DAX31Z
Security 130513992
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 17'700.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 23.02.2024

Key figures

Premium 5.70%
Premium p.a. 49.51%
Leverage 388.83
Implied volatility 14.56%
Moneyness out-of-the-money
Leverage 41.3504
Delta -0.1063
Gamma 0.0000
Theta -0.0036
Rho -0.0049
Vega 0.0230
Fair value 0.10
Intrinsic value n.a.
Break-even 17'651.86
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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