Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -66.67% |
Year to date (YTD) | n.a. |
1 month | -22.22% |
3 months | -22.22% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 5.82 |
Premium | 0.43% |
Premium p.a. | 0.74% |
Leverage | 4.53 |
Implied volatility | 0.55 |
ISIN | CH1305134673 |
Symbol | TKAU4Z |
Security | 130513467 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 6.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 31.01.2024 |
Premium | 43.17% |
Premium p.a. | 73.98% |
Leverage | 14.23 |
Implied volatility | 54.87% |
Moneyness | out-of-the-money |
Leverage | 4.5257 |
Delta | 0.3181 |
Gamma | 0.0199 |
Theta | -0.0002 |
Rho | 0.0006 |
Vega | 0.0012 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 6.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |