Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.04.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -3.57% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | -18.75% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 7.29 |
Premium | 0.11% |
Premium p.a. | 0.17% |
Leverage | 2.33 |
Implied volatility | 0.51 |
ISIN | CH1281051057 |
Symbol | TUIA8Z |
Security | 128105105 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TUI N, DE000TUAG505 |
Underlying ISIN | DE000TUAG505 |
Strike | 7.20 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 08.12.2023 |
Premium | 10.72% |
Premium p.a. | 16.72% |
Leverage | 4.77 |
Implied volatility | 51.36% |
Moneyness | in-the-money |
Leverage | 2.3331 |
Delta | -0.4886 |
Gamma | 0.0150 |
Theta | -0.0002 |
Rho | -0.0029 |
Vega | 0.0021 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 5.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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