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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1338499333 Security: 133849933 Symbol: DAXMOZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 02:55:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 14:55 18.06.24 14:55

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.12%
Year to date (YTD) n.a.
1 month -94.62%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue18'177.56
Premium0.03%
Premium p.a.1.18%
Leverage115.06
Implied volatility0.12

Reference data

ISIN CH1338499333
Symbol DAXMOZ
Security 133849933
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'700.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 06.05.2024

Key figures

Premium 3.22%
Premium p.a. 117.54%
Leverage 1'721.97
Implied volatility 12.06%
Moneyness out-of-the-money
Leverage 115.0603
Delta 0.0668
Gamma 0.0000
Theta -0.0047
Rho 0.0006
Vega 0.0074
Fair value 0.02
Intrinsic value n.a.
Break-even 18'710.53
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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