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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305149796 Security: 130514979 Symbol: DAXC1Z Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.02
Change -84.62% [ -0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date09.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -97.50%
Year to date (YTD) n.a.
1 month -73.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue18'504.95
Premium0.01%
Premium p.a.0.47%
Leverage273.73
Implied volatility0.05

Reference data

ISIN CH1305149796
Symbol DAXC1Z
Security 130514979
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'900.00
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 1.30%
Premium p.a. 47.32%
Leverage 3'505.33
Implied volatility 4.91%
Moneyness out-of-the-money
Leverage 273.7333
Delta 0.0781
Gamma 0.0000
Theta -0.0025
Rho 0.0008
Vega 0.0089
Fair value 0.01
Intrinsic value n.a.
Break-even 18'905.32
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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