Fixing | 21.06.2024 |
Settlement date | 05.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.09 |
Underlying price on issue | 5.56 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 7.66 |
Implied volatility | 0.42 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |