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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305152568 Security: 130515256 Symbol: DAXM4Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 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 0.04 0.05
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 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.06.2024 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 -50.00%
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 price0.09
Underlying price on issue18'199.26
Premium0.13%
Premium p.a.0.43%
Leverage37.68
Implied volatility0.12

Reference data

ISIN CH1305152568
Symbol DAXM4Z
Security 130515256
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 21'000.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 24.04.2024

Key figures

Premium 13.30%
Premium p.a. 43.34%
Leverage 798.58
Implied volatility 11.85%
Moneyness out-of-the-money
Leverage 37.6826
Delta 0.0472
Gamma 0.0000
Theta -0.0012
Rho 0.0045
Vega 0.0196
Fair value 0.05
Intrinsic value n.a.
Break-even 21'023.24
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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