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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1305139375 Security: 130513937 Symbol: DTGXPZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.21
Change -32.26% [ -0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +53.57%
Year to date (YTD) n.a.
1 month -69.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue36.52
Premium0.02%
Premium p.a.0.20%
Leverage12.31
Implied volatility0.26

Reference data

ISIN CH1305139375
Symbol DTGXPZ
Security 130513937
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 38.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 22.02.2024

Key figures

Premium 2.29%
Premium p.a. 19.89%
Leverage 18.03
Implied volatility 25.54%
Moneyness in-the-money
Leverage 12.3076
Delta 0.6827
Gamma 0.0106
Theta -0.0017
Rho 0.0028
Vega 0.0047
Fair value 0.09
Intrinsic value n.a.
Break-even 40.18
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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