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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305145513 Security: 130514551 Symbol: DAX0DZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -85.00%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue17'976.45
Premium0.04%
Premium p.a.1.45%
Leverage122.85
Implied volatility0.13

Reference data

ISIN CH1305145513
Symbol DAX0DZ
Security 130514551
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 19'400.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 18.03.2024

Key figures

Premium 3.98%
Premium p.a. 145.37%
Leverage 3'504.84
Implied volatility 12.51%
Moneyness out-of-the-money
Leverage 122.8528
Delta 0.0351
Gamma 0.0000
Theta -0.0031
Rho 0.0003
Vega 0.0047
Fair value 0.01
Intrinsic value n.a.
Break-even 19'405.32
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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