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ZKB Put Warrant auf
TUI AG

ISIN: CH1281051057 Security: 128105105 Symbol: TUIA8Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.14
Underlying price on issue7.29
Premium0.11%
Premium p.a.0.17%
Leverage2.33
Implied volatility0.51

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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