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ZKB Put Warrant auf
Daimler Truck Holding AG

ISIN: CH1305147741 Security: 130514774 Symbol: DTGUFZ Life cycle
Secondary market

Bid Price 0.73

Ask Price 0.74

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.73 0.74
Volume 75'000.00 75'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.74
Change -2.63% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +79.27%
Year to date (YTD) n.a.
1 month +13.85%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue47.27
Premium0.02%
Premium p.a.0.03%
Leverage3.53
Implied volatility0.31

Reference data

ISIN CH1305147741
Symbol DTGUFZ
Security 130514774
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 46.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 20.03.2024

Key figures

Premium 1.96%
Premium p.a. 3.15%
Leverage 5.31
Implied volatility 30.59%
Moneyness in-the-money
Leverage 3.5334
Delta -0.6652
Gamma 0.0039
Theta -0.0004
Rho -0.0207
Vega 0.0112
Fair value 0.08
Intrinsic value n.a.
Break-even 38.59
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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