Last price paid | 0.14 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | n.a. |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 7.29 |
Premium | 0.10% |
Premium p.a. | 0.16% |
Leverage | 2.22 |
Implied volatility | 0.53 |
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 | 9.77% |
Premium p.a. | 16.21% |
Leverage | 4.29 |
Implied volatility | 53.38% |
Moneyness | in-the-money |
Leverage | 2.2177 |
Delta | -0.5175 |
Gamma | 0.0155 |
Theta | -0.0002 |
Rho | -0.0028 |
Vega | 0.0019 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 5.72 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |