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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305148053 Security: 130514805 Symbol: DAX08Z Life cycle
redeemed

Bid Price 0.01

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.01 0.03
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.06.2024 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 -94.87%
Year to date (YTD) n.a.
1 month -92.59%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue18'194.63
Premium0.05%
Premium p.a.2.78%
Leverage81.33
Implied volatility0.22

Reference data

ISIN CH1305148053
Symbol DAX08Z
Security 130514805
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 19'100.00
C/P type call
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 5.34%
Premium p.a. 278.30%
Leverage 1'729.64
Implied volatility 21.69%
Moneyness out-of-the-money
Leverage 81.3327
Delta 0.0470
Gamma 0.0000
Theta -0.0074
Rho 0.0003
Vega 0.0047
Fair value 0.02
Intrinsic value n.a.
Break-even 19'110.49
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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