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ZKB Call Warrant auf
thyssenkrupp AG

ISIN: CH1305137759 Security: 130513775 Symbol: TKAEAZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.07
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue4.82
Premium0.20%
Premium p.a.0.31%
Leverage3.82
Implied volatility0.49

Reference data

ISIN CH1305137759
Symbol TKAEAZ
Security 130513775
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying thyssenkrupp I, DE0007500001
Underlying ISIN DE0007500001
Strike 5.20
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 16.02.2024

Key figures

Premium 19.77%
Premium p.a. 30.70%
Leverage 6.94
Implied volatility 48.90%
Moneyness out-of-the-money
Leverage 3.8166
Delta 0.5502
Gamma 0.0208
Theta -0.0002
Rho 0.0013
Vega 0.0015
Fair value 0.07
Intrinsic value n.a.
Break-even 5.91
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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