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ZKB Call Warrant auf
Deutsche Telekom AG

ISIN: CH1268366957 Security: 126836695 Symbol: DTEC5Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.075
Change +50.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -52.94%
Year to date (YTD) -31.82%
1 month +25.00%
3 months -21.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue21.17
Premium0.02%
Premium p.a.0.21%
Leverage21.54
Implied volatility0.19

Reference data

ISIN CH1268366957
Symbol DTEC5Z
Security 126836695
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 22.00
C/P type call
Subscription ratio 8.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 8
Value day 02.06.2023

Key figures

Premium 1.63%
Premium p.a. 21.23%
Leverage 34.13
Implied volatility 18.58%
Moneyness in-the-money
Leverage 21.5440
Delta 0.6312
Gamma 0.0418
Theta -0.0011
Rho 0.0013
Vega 0.0028
Fair value 0.04
Intrinsic value n.a.
Break-even 22.65
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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