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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1268369209 Security: 126836920 Symbol: DTGJ4Z Life cycle
redeemed

Bid Price 0.18

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

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Price data

  Bid Ask
Price 0.18 0.20
Volume 300'000.00 300'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

Performance

Perf. since issue +11.76%
Year to date (YTD) +5.26%
1 month -56.52%
3 months -82.91%
1 year -25.93%
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue31.28
Premium0.01%
Premium p.a.0.30%
Leverage15.26
Implied volatility0.39

Reference data

ISIN CH1268369209
Symbol DTGJ4Z
Security 126836920
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 35.00
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 0.58%
Premium p.a. 30.26%
Leverage 18.45
Implied volatility 39.44%
Moneyness in-the-money
Leverage 15.2600
Delta 0.8271
Gamma 0.0133
Theta -0.0038
Rho 0.0005
Vega 0.0012
Fair value 0.02
Intrinsic value n.a.
Break-even 36.99
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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