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ZKB Call Warrant auf
Deutsche Telekom AG

ISIN: CH1281051271 Security: 128105127 Symbol: DTEKRZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.005 0.025
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Key figures on issue

Issue price0.25
Underlying price on issue22.53
Premium0.01%
Premium p.a.0.33%
Leverage148.07
Implied volatility0.07

Reference data

ISIN CH1281051271
Symbol DTEKRZ
Security 128105127
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 23.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 08.12.2023

Key figures

Premium 0.62%
Premium p.a. 32.52%
Leverage 364.19
Implied volatility 7.21%
Moneyness out-of-the-money
Leverage 148.0699
Delta 0.4066
Gamma 0.4088
Theta -0.0018
Rho 0.0004
Vega 0.0029
Fair value 0.02
Intrinsic value n.a.
Break-even 23.06
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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