Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | -56.25% |
Year to date (YTD) | n.a. |
1 month | -42.86% |
3 months | -42.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.82 |
Premium | 0.34% |
Premium p.a. | 0.61% |
Leverage | 4.33 |
Implied volatility | 0.55 |
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 | 34.30% |
Premium p.a. | 60.77% |
Leverage | 11.31 |
Implied volatility | 54.57% |
Moneyness | out-of-the-money |
Leverage | 4.3260 |
Delta | 0.3826 |
Gamma | 0.0235 |
Theta | -0.0002 |
Rho | 0.0007 |
Vega | 0.0011 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 5.57 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |