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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1305147311 Security: 130514731 Symbol: DTGP4Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 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 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.86%
Year to date (YTD) n.a.
1 month -82.35%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue47.27
Premium0.27%
Premium p.a.2.38%
Leverage18.66
Implied volatility0.40

Reference data

ISIN CH1305147311
Symbol DTGP4Z
Security 130514731
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 50.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 20.03.2024

Key figures

Premium 27.42%
Premium p.a. 238.29%
Leverage 388.01
Implied volatility 40.12%
Moneyness out-of-the-money
Leverage 18.6553
Delta 0.0481
Gamma 0.0019
Theta -0.0006
Rho 0.0002
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 50.10
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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