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ZKB Put Warrant auf
Deutsche Telekom AG

ISIN: CH1281050562 Security: 128105056 Symbol: DTEAQZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.09.2024 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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.09.2024 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 -92.11%
Year to date (YTD) -91.67%
1 month n.a.
3 months -78.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue22.54
Premium0.17%
Premium p.a.0.60%
Leverage15.59
Implied volatility0.26

Reference data

ISIN CH1281050562
Symbol DTEAQZ
Security 128105056
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 22.00
C/P type put
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 16.64%
Premium p.a. 60.15%
Leverage 205.62
Implied volatility 25.80%
Moneyness out-of-the-money
Leverage 15.5907
Delta -0.0758
Gamma 0.0106
Theta -0.0005
Rho -0.0014
Vega 0.0046
Fair value 0.03
Intrinsic value n.a.
Break-even 21.87
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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