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ZKB Put Warrant auf
Deutsche Telekom AG

ISIN: CH1281050562 Security: 128105056 Symbol: DTEAQZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 24.05.2024 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 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.26
Change +13.04% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -30.26%
Year to date (YTD) -38.10%
1 month -16.13%
3 months -25.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue22.54
Premium0.04%
Premium p.a.0.06%
Leverage8.87
Implied volatility0.18

Reference data

ISIN CH1281050562
Symbol DTEAQZ
Security 128105056
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Deutsche Telekom N, DE0005557508
Underlying ISIN DE0005557508
Strike 22.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 08.12.2023

Key figures

Premium 3.81%
Premium p.a. 6.12%
Leverage 20.37
Implied volatility 17.69%
Moneyness in-the-money
Leverage 8.8742
Delta -0.4357
Gamma 0.0327
Theta -0.0004
Rho -0.0163
Vega 0.0168
Fair value 0.21
Intrinsic value n.a.
Break-even 20.93
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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