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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305152683 Security: 130515268 Symbol: DAX0FZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 05:15:01

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 0.055 0.065
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date02.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -14.29%
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 price0.07
Underlying price on issue18'198.76
Premium0.31%
Premium p.a.0.28%
Leverage17.47
Implied volatility0.13

Reference data

ISIN CH1305152683
Symbol DAX0FZ
Security 130515268
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 24'500.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 24.04.2024

Key figures

Premium 31.29%
Premium p.a. 27.73%
Leverage 307.67
Implied volatility 13.41%
Moneyness out-of-the-money
Leverage 17.4721
Delta 0.0568
Gamma 0.0000
Theta -0.0005
Rho 0.0084
Vega 0.0222
Fair value 0.06
Intrinsic value n.a.
Break-even 24'560.80
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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