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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1268369183 Security: 126836918 Symbol: DTGWRZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -33.33%
Year to date (YTD) -13.33%
1 month -79.03%
3 months -40.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue31.28
Premium0.04%
Premium p.a.0.48%
Leverage25.01
Implied volatility0.21

Reference data

ISIN CH1268369183
Symbol DTGWRZ
Security 126836918
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 40.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 3.68%
Premium p.a. 48.00%
Leverage 63.98
Implied volatility 21.19%
Moneyness out-of-the-money
Leverage 25.0140
Delta 0.3910
Gamma 0.0170
Theta -0.0017
Rho 0.0011
Vega 0.0041
Fair value 0.06
Intrinsic value n.a.
Break-even 40.61
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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