Last price paid | 0.16 | |
Change | +6.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | +93.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | +14.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 5.82 |
Premium | 0.06% |
Premium p.a. | 0.10% |
Leverage | 1.68 |
Implied volatility | 0.59 |
ISIN | CH1305134707 |
Symbol | TKAQFZ |
Security | 130513470 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 5.60 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 31.01.2024 |
Premium | 5.73% |
Premium p.a. | 10.36% |
Leverage | 2.59 |
Implied volatility | 59.12% |
Moneyness | in-the-money |
Leverage | 1.6808 |
Delta | -0.6481 |
Gamma | 0.0210 |
Theta | -0.0001 |
Rho | -0.0023 |
Vega | 0.0011 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 3.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 479.10 |
Swiss Life Hldg | 646.00 |
ABB Ltd | 50.88 |
Givaudan | 4'344.00 |
Swiss Re | 110.95 |
Name | Price |
---|---|
NOVARTIS N | 92.97 |
Compagnie Financi... | 141.30 |
Nestlé SA | 94.64 |
Alcon AG | 78.32 |
SONOVA HLDG N | 271.00 |