Last price paid | 0.02 | |
Change | +33.33% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 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 | -80.77% |
Year to date (YTD) | -87.50% |
1 month | -57.14% |
3 months | -78.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 7.29 |
Premium | 0.18% |
Premium p.a. | 0.64% |
Leverage | 8.33 |
Implied volatility | 0.39 |
ISIN | CH1281051024 |
Symbol | TUIK5Z |
Security | 128105102 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TUI N, DE000TUAG505 |
Underlying ISIN | DE000TUAG505 |
Strike | 8.00 |
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 |
Premium | 17.65% |
Premium p.a. | 63.77% |
Leverage | 26.43 |
Implied volatility | 39.24% |
Moneyness | out-of-the-money |
Leverage | 8.3344 |
Delta | 0.3154 |
Gamma | 0.0261 |
Theta | -0.0003 |
Rho | 0.0005 |
Vega | 0.0012 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 8.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |