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ZKB Put Warrant auf
TUI AG

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

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 27.09.2024 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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.075
Change -11.76% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.09.2024 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 -50.00%
Year to date (YTD) n.a.
1 month -43.33%
3 months -29.17%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue7.29
Premium0.08%
Premium p.a.0.28%
Leverage4.54
Implied volatility0.46

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 7.85%
Premium p.a. 28.37%
Leverage 9.42
Implied volatility 45.84%
Moneyness in-the-money
Leverage 4.5368
Delta -0.4818
Gamma 0.0251
Theta -0.0003
Rho -0.0011
Vega 0.0014
Fair value 0.05
Intrinsic value n.a.
Break-even 6.46
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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