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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1268382020 Security: 126838202 Symbol: DTGDHZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 04:00:36

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 16:00 24.05.24 16:00

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -81.82%
Year to date (YTD) -25.00%
1 month -85.00%
3 months -14.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue34.07
Premium0.12%
Premium p.a.1.28%
Leverage23.81
Implied volatility0.29

Reference data

ISIN CH1268382020
Symbol DTGDHZ
Security 126838202
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 44.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 09.08.2023

Key figures

Premium 12.27%
Premium p.a. 127.98%
Leverage 195.28
Implied volatility 28.65%
Moneyness out-of-the-money
Leverage 23.8141
Delta 0.1220
Gamma 0.0058
Theta -0.0010
Rho 0.0004
Vega 0.0024
Fair value 0.02
Intrinsic value n.a.
Break-even 44.20
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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