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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1268369209 Security: 126836920 Symbol: DTGJ4Z Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.47 0.48
Volume 125'000.00 125'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.47
Change +6.82% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +179.41%
Year to date (YTD) +147.37%
1 month -41.25%
3 months +62.07%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue31.28
Premium0.01%
Premium p.a.0.11%
Leverage7.16
Implied volatility0.36

Reference data

ISIN CH1268369209
Symbol DTGJ4Z
Security 126836920
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 35.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 1.09%
Premium p.a. 11.33%
Leverage 8.22
Implied volatility 36.32%
Moneyness in-the-money
Leverage 7.1606
Delta 0.8710
Gamma 0.0048
Theta -0.0016
Rho 0.0028
Vega 0.0025
Fair value 0.04
Intrinsic value n.a.
Break-even 39.79
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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