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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305140027 Security: 130514002 Symbol: DAXSQZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date01.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -97.90%
Year to date (YTD) n.a.
1 month -94.23%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue17'367.19
Premium0.08%
Premium p.a.3.07%
Leverage63.61
Implied volatility0.26

Reference data

ISIN CH1305140027
Symbol DAXSQZ
Security 130514002
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 17'100.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 23.02.2024

Key figures

Premium 8.41%
Premium p.a. 306.79%
Leverage 3'505.33
Implied volatility 25.81%
Moneyness out-of-the-money
Leverage 63.6097
Delta -0.0181
Gamma 0.0000
Theta -0.0034
Rho -0.0002
Vega 0.0027
Fair value 0.01
Intrinsic value n.a.
Break-even 17'094.68
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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