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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1281050612 Security: 128105061 Symbol: DTGHSZ Life cycle
Secondary market

Bid Price 0.56

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

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 0.56 0.57
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.57
Change -6.56% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +213.89%
Year to date (YTD) +128.00%
1 month -35.96%
3 months +39.02%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue31.96
Premium0.07%
Premium p.a.0.12%
Leverage4.82
Implied volatility0.31

Reference data

ISIN CH1281050612
Symbol DTGHSZ
Security 128105061
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 36.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 6.98%
Premium p.a. 11.59%
Leverage 6.77
Implied volatility 30.56%
Moneyness in-the-money
Leverage 4.8164
Delta 0.7114
Gamma 0.0038
Theta -0.0009
Rho 0.0130
Vega 0.0101
Fair value 0.27
Intrinsic value n.a.
Break-even 41.77
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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