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ZKB Call Warrant auf
Deutsche Telekom AG

ISIN: CH1305151099 Security: 130515109 Symbol: DTEPVZ Life cycle
redeemed

Bid Price 0.10

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

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Price data

  Bid Ask
Price 0.10 0.12
Volume 500'000.00 500'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.10
Change +25.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 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 0.00%
Year to date (YTD) n.a.
1 month +42.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue22.52
Premium0.00%
Premium p.a.0.09%
Leverage42.52
Implied volatility0.12

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 0.18%
Premium p.a. 9.44%
Leverage 49.66
Implied volatility 12.42%
Moneyness in-the-money
Leverage 42.5214
Delta 0.8562
Gamma 0.1422
Theta -0.0019
Rho 0.0009
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 22.96
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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