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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305149838 Security: 130514983 Symbol: DAXSJZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.04.2024
Key Information Document DE 02.04.2024
Key Information Document EN 02.04.2024
Key Information Document FR 02.04.2024
Key Information Document IT 02.04.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

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 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) n.a.
1 month -40.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue18'504.95
Premium0.09%
Premium p.a.1.55%
Leverage69.84
Implied volatility0.17

Reference data

ISIN CH1305149838
Symbol DAXSJZ
Security 130514983
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 20'200.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 02.04.2024

Key figures

Premium 8.89%
Premium p.a. 154.54%
Leverage 3'595.11
Implied volatility 16.53%
Moneyness out-of-the-money
Leverage 69.8372
Delta 0.0194
Gamma 0.0000
Theta -0.0017
Rho 0.0004
Vega 0.0041
Fair value 0.01
Intrinsic value n.a.
Break-even 20'205.16
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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