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ZKB Call Warrant auf
Daimler Truck Holding AG

ISIN: CH1281050588 Security: 128105058 Symbol: DTGGDZ Life cycle
Secondary market

Bid Price 0.56

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.56 0.57
Volume 100'000.00 100'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.56
Change +1.82% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +253.13%
Year to date (YTD) +133.33%
1 month -44.55%
3 months +93.10%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue31.96
Premium0.01%
Premium p.a.0.09%
Leverage6.16
Implied volatility0.37

Reference data

ISIN CH1281050588
Symbol DTGGDZ
Security 128105058
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Daim Tr Hld E 21 N, DE000DTR0CK8
Underlying ISIN DE000DTR0CK8
Strike 34.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 1.03%
Premium p.a. 8.96%
Leverage 6.87
Implied volatility 36.82%
Moneyness in-the-money
Leverage 6.1551
Delta 0.8962
Gamma 0.0037
Theta -0.0013
Rho 0.0034
Vega 0.0024
Fair value 0.04
Intrinsic value n.a.
Break-even 39.73
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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