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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1338500718 Security: 133850071 Symbol: DAXWVZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.05.2024
Key Information Document DE 13.05.2024
Key Information Document EN 13.05.2024
Key Information Document FR 13.05.2024
Key Information Document IT 13.05.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change -42.11% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.14%
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 price0.28
Underlying price on issue18'751.44
Premium0.05%
Premium p.a.0.59%
Leverage70.21
Implied volatility0.11

Reference data

ISIN CH1338500718
Symbol DAXWVZ
Security 133850071
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 19'300.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 13.05.2024

Key figures

Premium 4.56%
Premium p.a. 59.42%
Leverage 724.53
Implied volatility 11.07%
Moneyness out-of-the-money
Leverage 70.2127
Delta 0.0969
Gamma 0.0000
Theta -0.0038
Rho 0.0025
Vega 0.0172
Fair value 0.05
Intrinsic value n.a.
Break-even 19'325.51
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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