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ZKB Call Warrant auf
Daimler Truck Holding AG

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

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 27.09.2024 04:23:03

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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 27.09.24 16:23 27.09.24 16:23

Current data

Last price paid 0.045
Change +12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 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 -35.00%
Year to date (YTD) -67.86%
1 month n.a.
3 months -77.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue31.96
Premium0.19%
Premium p.a.0.69%
Leverage10.95
Implied volatility0.33

Reference data

ISIN CH1281050646
Symbol DTG37Z
Security 128105064
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 08.12.2023

Key figures

Premium 19.01%
Premium p.a. 68.71%
Leverage 49.54
Implied volatility 32.81%
Moneyness out-of-the-money
Leverage 10.9466
Delta 0.2210
Gamma 0.0053
Theta -0.0009
Rho 0.0018
Vega 0.0050
Fair value 0.07
Intrinsic value n.a.
Break-even 40.69
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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