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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1305137783 Security: 130513778 Symbol: DTGDJZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.37
Change -27.45% [ -0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +97.37%
Year to date (YTD) n.a.
1 month -57.47%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue35.58
Premium0.01%
Premium p.a.0.11%
Leverage8.70
Implied volatility0.29

Reference data

ISIN CH1305137783
Symbol DTGDJZ
Security 130513778
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 36.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 16.02.2024

Key figures

Premium 1.25%
Premium p.a. 10.83%
Leverage 10.35
Implied volatility 28.59%
Moneyness in-the-money
Leverage 8.7010
Delta 0.8411
Gamma 0.0064
Theta -0.0014
Rho 0.0033
Vega 0.0032
Fair value 0.05
Intrinsic value n.a.
Break-even 39.80
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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