Inhaltsseite: Home

ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305149929 Security: 130514992 Symbol: DAX3RZ Life cycle
Secondary market

Bid Price 0.61

Ask Price 0.62

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 31.05.2024 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 0.61 0.62
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.61
Change -4.69% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 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 -27.65%
Year to date (YTD) n.a.
1 month -56.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.85
Underlying price on issue18'505.94
Premium0.01%
Premium p.a.0.07%
Leverage35.81
Implied volatility0.11

Reference data

ISIN CH1305149929
Symbol DAX3RZ
Security 130514992
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'700.00
C/P type put
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 0.52%
Premium p.a. 6.83%
Leverage 58.90
Implied volatility 10.90%
Moneyness in-the-money
Leverage 35.8121
Delta -0.6080
Gamma 0.0000
Theta -0.0051
Rho -0.0172
Vega 0.0386
Fair value 0.19
Intrinsic value n.a.
Break-even 18'386.22
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading