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ZKB Put Warrant auf
Deutscher Aktienindex DAX®

ISIN: CH1305149093 Security: 130514909 Symbol: DAX2UZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.02
Change -71.43% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date04.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -97.69%
Year to date (YTD) n.a.
1 month -97.98%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.65
Underlying price on issue18'319.15
Premium0.02%
Premium p.a.0.62%
Leverage160.75
Implied volatility0.08

Reference data

ISIN CH1305149093
Symbol DAX2UZ
Security 130514909
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying DAX® Index, DE0008469008
Underlying ISIN DE0008469008
Strike 18'500.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 500
Value day 26.03.2024

Key figures

Premium 2.03%
Premium p.a. 61.72%
Leverage 2'470.81
Implied volatility 7.81%
Moneyness out-of-the-money
Leverage 160.7470
Delta -0.0651
Gamma 0.0000
Theta -0.0025
Rho -0.0008
Vega 0.0085
Fair value 0.02
Intrinsic value n.a.
Break-even 18'492.36
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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