Inhaltsseite: Home

ZKB Call Warrant auf
TUI AG

ISIN: CH1281050950 Security: 128105095 Symbol: TUIFBZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 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 -75.00%
Year to date (YTD) -57.14%
1 month n.a.
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue7.29
Premium0.59%
Premium p.a.7.74%
Leverage7.10
Implied volatility1.19

Reference data

ISIN CH1281050950
Symbol TUIFBZ
Security 128105095
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TUI N, DE000TUAG505
Underlying ISIN DE000TUAG505
Strike 10.00
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 59.34%
Premium p.a. 773.51%
Leverage 62.13
Implied volatility 119.36%
Moneyness out-of-the-money
Leverage 7.0998
Delta 0.1143
Gamma 0.0094
Theta -0.0007
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 10.10
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading