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ZKB Call Warrant auf
Deutsche Telekom AG

ISIN: CH1305151099 Security: 130515109 Symbol: DTEPVZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -63.64%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue22.52
Premium0.04%
Premium p.a.0.43%
Leverage36.37
Implied volatility0.15

Reference data

ISIN CH1305151099
Symbol DTEPVZ
Security 130515109
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 22.50
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 10.04.2024

Key figures

Premium 4.14%
Premium p.a. 43.19%
Leverage 134.92
Implied volatility 14.98%
Moneyness out-of-the-money
Leverage 36.3659
Delta 0.2695
Gamma 0.0821
Theta -0.0013
Rho 0.0013
Vega 0.0055
Fair value 0.04
Intrinsic value n.a.
Break-even 22.66
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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