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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305148087 Security: 130514808 Symbol: DAXL1Z Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.03.2024
Key Information Document DE 22.03.2024
Key Information Document EN 22.03.2024
Key Information Document FR 22.03.2024
Key Information Document IT 22.03.2024

Price data

  Bid Ask
Price 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.32
Change -3.03% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -66.49%
Year to date (YTD) n.a.
1 month -76.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.94
Underlying price on issue18'194.63
Premium0.02%
Premium p.a.0.17%
Leverage38.96
Implied volatility0.11

Reference data

ISIN CH1305148087
Symbol DAXL1Z
Security 130514808
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'500.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 22.03.2024

Key figures

Premium 1.99%
Premium p.a. 17.27%
Leverage 117.24
Implied volatility 11.24%
Moneyness out-of-the-money
Leverage 38.9575
Delta -0.3323
Gamma 0.0000
Theta -0.0048
Rho -0.0146
Vega 0.0455
Fair value 0.32
Intrinsic value n.a.
Break-even 18'340.40
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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