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 |
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 | -62.50% |
Year to date (YTD) | -46.15% |
1 month | -22.22% |
3 months | -22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 7.29 |
Premium | 0.49% |
Premium p.a. | 0.89% |
Leverage | 5.24 |
Implied volatility | 0.52 |
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 | 49.25% |
Premium p.a. | 88.99% |
Leverage | 21.88 |
Implied volatility | 52.11% |
Moneyness | out-of-the-money |
Leverage | 5.2417 |
Delta | 0.2396 |
Gamma | 0.0122 |
Theta | -0.0002 |
Rho | 0.0007 |
Vega | 0.0015 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 10.32 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.16 |
Swiss Life Hldg | 647.40 |
KUEHNE & NAGEL | 258.90 |
Partners Group Ho... | 1'157.00 |
Swiss Re | 111.25 |
Name | Price |
---|---|
Compagnie Financi... | 141.25 |
NOVARTIS N | 93.15 |
Nestlé SA | 94.90 |
SONOVA HLDG N | 271.20 |
SWISSCOM N | 496.40 |