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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1305142635 Security: 130514263 Symbol: DTGTFZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 25'000.00

Volume 25'000.00

Date/time (delayed) 10.05.2024 09:02:47

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.01 0.015
Volume 25'000.00 25'000.00
Date/time 10.05.24 09:02 17.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.14%
Year to date (YTD) n.a.
1 month -89.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue43.00
Premium0.22%
Premium p.a.1.95%
Leverage19.70
Implied volatility0.36

Reference data

ISIN CH1305142635
Symbol DTGTFZ
Security 130514263
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 48.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 05.03.2024

Key figures

Premium 22.40%
Premium p.a. 194.64%
Leverage 310.41
Implied volatility 36.18%
Moneyness out-of-the-money
Leverage 19.7020
Delta 0.0635
Gamma 0.0026
Theta -0.0007
Rho 0.0003
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 48.13
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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