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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305145570 Security: 130514557 Symbol: DAXRRZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -66.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing17.05.2024
Settlement date25.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -98.67%
Year to date (YTD) n.a.
1 month -99.48%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.79
Underlying price on issue17'976.95
Premium0.03%
Premium p.a.0.91%
Leverage156.74
Implied volatility0.09

Reference data

ISIN CH1305145570
Symbol DAXRRZ
Security 130514557
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'200.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 18.03.2024

Key figures

Premium 2.50%
Premium p.a. 91.41%
Leverage 3'504.84
Implied volatility 9.33%
Moneyness out-of-the-money
Leverage 156.7412
Delta -0.0447
Gamma 0.0000
Theta -0.0025
Rho -0.0005
Vega 0.0057
Fair value 0.01
Intrinsic value n.a.
Break-even 18'194.68
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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