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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1281050646 Security: 128105064 Symbol: DTG37Z Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 25.06.2024 05:15:01

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 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Life cycle

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

Performance

Perf. since issue +105.00%
Year to date (YTD) +50.00%
1 month -43.24%
3 months -74.39%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue31.96
Premium0.15%
Premium p.a.0.28%
Leverage7.19
Implied volatility0.29

Reference data

Key figures

Premium 14.82%
Premium p.a. 27.75%
Leverage 17.15
Implied volatility 29.45%
Moneyness out-of-the-money
Leverage 7.1931
Delta 0.4196
Gamma 0.0052
Theta -0.0009
Rho 0.0068
Vega 0.0100
Fair value 0.21
Intrinsic value n.a.
Break-even 42.14
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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