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ZKB Call Warrant auf
TUI AG

ISIN: CH1268386179 Security: 126838617 Symbol: TUITJZ Life cycle
redeemed

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -5.56%
Year to date (YTD) -47.06%
1 month +5.88%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue5.56
Premium0.00%
Premium p.a.0.04%
Leverage7.66
Implied volatility0.42

Reference data

ISIN CH1268386179
Symbol TUITJZ
Security 126838617
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TUI N, DE000TUAG505
Underlying ISIN DE000TUAG505
Strike 6.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 29.08.2023

Key figures

Premium 0.08%
Premium p.a. 3.98%
Leverage 7.73
Implied volatility 42.18%
Moneyness in-the-money
Leverage 7.6605
Delta 0.9915
Gamma 0.0059
Theta -0.0001
Rho 0.0001
Vega 0.0000
Fair value 0.00
Intrinsic value n.a.
Break-even 6.89
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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