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ZKB Call Warrant auf
Deutsche Telekom AG

ISIN: CH1305151099 Security: 130515109 Symbol: DTEPVZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 725'000.00 375'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.075
Change +7.14% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -27.27%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue22.52
Premium0.01%
Premium p.a.0.24%
Leverage40.78
Implied volatility0.14

Reference data

ISIN CH1305151099
Symbol DTEPVZ
Security 130515109
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 22.50
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 10.04.2024

Key figures

Premium 0.91%
Premium p.a. 23.72%
Leverage 67.37
Implied volatility 14.03%
Moneyness in-the-money
Leverage 40.7786
Delta 0.6053
Gamma 0.1606
Theta -0.0024
Rho 0.0012
Vega 0.0041
Fair value 0.05
Intrinsic value n.a.
Break-even 22.84
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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