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ZKB Call Warrant auf
Deutsche Telekom AG

ISIN: CH1268393910 Security: 126839391 Symbol: DTEFFZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.31
Change +14.81% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +31.25%
Year to date (YTD) -6.06%
1 month +72.22%
3 months -18.42%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue19.99
Premium0.01%
Premium p.a.0.11%
Leverage13.54
Implied volatility0.20

Reference data

ISIN CH1268393910
Symbol DTEFFZ
Security 126839391
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 21.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 26.09.2023

Key figures

Premium 1.26%
Premium p.a. 10.93%
Leverage 17.23
Implied volatility 19.72%
Moneyness in-the-money
Leverage 13.5384
Delta 0.7857
Gamma 0.0501
Theta -0.0017
Rho 0.0046
Vega 0.0054
Fair value 0.07
Intrinsic value n.a.
Break-even 22.28
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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