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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305149077 Security: 130514907 Symbol: DAX6SZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 975'000.00

Volume 500'000.00

Date/time (delayed) 28.05.2024 05:15:00

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 0.10 0.11
Volume 975'000.00 500'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date04.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -44.74%
Year to date (YTD) n.a.
1 month +10.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue18'320.14
Premium0.18%
Premium p.a.0.30%
Leverage25.21
Implied volatility0.12

Reference data

ISIN CH1305149077
Symbol DAX6SZ
Security 130514907
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 22'000.00
C/P type call
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 18.03%
Premium p.a. 29.51%
Leverage 352.54
Implied volatility 11.85%
Moneyness out-of-the-money
Leverage 25.2122
Delta 0.0715
Gamma 0.0000
Theta -0.0013
Rho 0.0132
Vega 0.0395
Fair value 0.11
Intrinsic value n.a.
Break-even 22'053.00
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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