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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305152527 Security: 130515252 Symbol: DAXI0Z Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 575'000.00

Date/time (delayed) 29.05.2024 12:44:12

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 575'000.00 575'000.00
Date/time 29.05.24 12:44 29.05.24 12:44

Current data

Last price paid 0.15
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -34.21%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue18'199.75
Premium0.10%
Premium p.a.0.31%
Leverage32.74
Implied volatility0.11

Reference data

ISIN CH1305152527
Symbol DAXI0Z
Security 130515252
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 20'400.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 24.04.2024

Key figures

Premium 10.19%
Premium p.a. 30.73%
Leverage 294.28
Implied volatility 11.26%
Moneyness out-of-the-money
Leverage 32.7369
Delta 0.1112
Gamma 0.0000
Theta -0.0023
Rho 0.0120
Vega 0.0401
Fair value 0.13
Intrinsic value n.a.
Break-even 20'463.11
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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