Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.07.2024 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 | -81.25% |
Year to date (YTD) | -69.23% |
1 month | -33.33% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 7.29 |
Premium | 0.45% |
Premium p.a. | 1.63% |
Leverage | 7.10 |
Implied volatility | 0.58 |
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 |
Premium | 45.09% |
Premium p.a. | 162.95% |
Leverage | 43.99 |
Implied volatility | 57.85% |
Moneyness | out-of-the-money |
Leverage | 7.1036 |
Delta | 0.1615 |
Gamma | 0.0122 |
Theta | -0.0003 |
Rho | 0.0003 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 10.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.20 |
SONOVA HLDG N | 303.40 |
Alcon AG | 84.66 |
ROCHE GS | 272.80 |
Nestlé SA | 85.50 |
Name | Price |
---|---|
Holcim | 83.34 |
ABB Ltd | 49.43 |
ZURICH INSURANCE | 513.60 |
Lonza Group | 539.20 |
SWISSCOM N | 553.50 |