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 | 0.62% |
Premium p.a. | 1.03% |
Leverage | 4.74 |
Implied volatility | 0.57 |
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 | 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. |
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 |