Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -43.75% |
Year to date (YTD) | n.a. |
1 month | -16.67% |
3 months | -23.08% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.82 |
Premium | 0.25% |
Premium p.a. | 0.42% |
Leverage | 4.42 |
Implied volatility | 0.48 |
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 |
Premium | 25.04% |
Premium p.a. | 41.54% |
Leverage | 9.86 |
Implied volatility | 47.51% |
Moneyness | out-of-the-money |
Leverage | 4.4216 |
Delta | 0.4486 |
Gamma | 0.0242 |
Theta | -0.0002 |
Rho | 0.0009 |
Vega | 0.0014 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 5.66 |
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 |