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ZKB Put Warrant auf
Deutsche Telekom AG

ISIN: CH1305142627 Security: 130514262 Symbol: DTEG1Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.14
Change -12.50% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -48.08%
Year to date (YTD) n.a.
1 month -36.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue22.06
Premium0.08%
Premium p.a.0.14%
Leverage10.55
Implied volatility0.19

Reference data

ISIN CH1305142627
Symbol DTEG1Z
Security 130514262
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 21.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 05.03.2024

Key figures

Premium 8.26%
Premium p.a. 13.70%
Leverage 40.45
Implied volatility 18.73%
Moneyness out-of-the-money
Leverage 10.5496
Delta -0.2608
Gamma 0.0255
Theta -0.0004
Rho -0.0094
Vega 0.0138
Fair value 0.14
Intrinsic value n.a.
Break-even 20.45
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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