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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305149119 Security: 130514911 Symbol: DAX7AZ Life cycle
Secondary market

Bid Price 1.08

Ask Price 1.09

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 29.05.2024 09:16:02

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 1.08 1.09
Volume 125'000.00 125'000.00
Date/time 29.05.24 09:16 29.05.24 09:16

Current data

Last price paid 1.01
Change +5.21% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date04.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -34.52%
Year to date (YTD) n.a.
1 month -39.16%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.55
Underlying price on issue18'320.14
Premium0.02%
Premium p.a.0.05%
Leverage17.44
Implied volatility0.12

Reference data

ISIN CH1305149119
Symbol DAX7AZ
Security 130514911
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'900.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 26.03.2024

Key figures

Premium 1.59%
Premium p.a. 4.76%
Leverage 36.47
Implied volatility 12.19%
Moneyness in-the-money
Leverage 17.4419
Delta -0.4782
Gamma 0.0000
Theta -0.0023
Rho -0.0619
Vega 0.0853
Fair value 0.59
Intrinsic value n.a.
Break-even 18'387.69
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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