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ZKB Call Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1338505337 Security: 133850533 Symbol: DAX3SZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -96.97%
Year to date (YTD) n.a.
1 month -72.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue18'670.38
Premium0.07%
Premium p.a.3.71%
Leverage80.38
Implied volatility0.24

Reference data

ISIN CH1338505337
Symbol DAX3SZ
Security 133850533
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 19'600.00
C/P type call
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 22.05.2024

Key figures

Premium 7.11%
Premium p.a. 370.72%
Leverage 3'491.94
Implied volatility 24.31%
Moneyness out-of-the-money
Leverage 80.3834
Delta 0.0230
Gamma 0.0000
Theta -0.0047
Rho 0.0001
Vega 0.0026
Fair value 0.01
Intrinsic value n.a.
Break-even 19'605.24
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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