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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305152550 Security: 130515255 Symbol: DAX42Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 12.06.2024 10:40:29

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 0.065 0.075
Volume 1'000'000.00 500'000.00
Date/time 12.06.24 10:40 12.06.24 10:40

Current data

Last price paid 0.07
Change -12.50% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 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 -53.33%
Year to date (YTD) n.a.
1 month -61.11%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue18'198.76
Premium0.12%
Premium p.a.0.40%
Leverage35.52
Implied volatility0.12

Reference data

ISIN CH1305152550
Symbol DAX42Z
Security 130515255
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 20'600.00
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 11.80%
Premium p.a. 40.27%
Leverage 508.31
Implied volatility 12.06%
Moneyness out-of-the-money
Leverage 35.5178
Delta 0.0699
Gamma 0.0000
Theta -0.0017
Rho 0.0063
Vega 0.0258
Fair value 0.07
Intrinsic value n.a.
Break-even 20'636.31
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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