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ZKB Call Warrant auf
TUI AG

ISIN: CH1281050992 Security: 128105099 Symbol: TUI8XZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -62.50%
Year to date (YTD) -46.15%
1 month -22.22%
3 months -22.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue7.29
Premium0.62%
Premium p.a.1.03%
Leverage4.74
Implied volatility0.57

Reference data

ISIN CH1281050992
Symbol TUI8XZ
Security 128105099
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying TUI N, DE000TUAG505
Underlying ISIN DE000TUAG505
Strike 10.00
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

Key figures

Premium 62.05%
Premium p.a. 102.94%
Leverage 20.77
Implied volatility 57.23%
Moneyness out-of-the-money
Leverage 4.7435
Delta 0.2283
Gamma 0.0109
Theta -0.0002
Rho 0.0007
Vega 0.0015
Fair value 0.03
Intrinsic value n.a.
Break-even 10.31
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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