Last price paid | 0.10 | |
Change | +11.11% [ +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 | 23.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +31.25% |
Year to date (YTD) | n.a. |
1 month | +42.86% |
3 months | +11.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.82 |
Premium | 0.10% |
Premium p.a. | 0.17% |
Leverage | 2.02 |
Implied volatility | 0.58 |
ISIN | CH1305137585 |
Symbol | TKA63Z |
Security | 130513758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 4.80 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 16.02.2024 |
Premium | 9.72% |
Premium p.a. | 17.15% |
Leverage | 3.76 |
Implied volatility | 57.76% |
Moneyness | in-the-money |
Leverage | 2.0207 |
Delta | -0.5375 |
Gamma | 0.0231 |
Theta | -0.0001 |
Rho | -0.0018 |
Vega | 0.0012 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 3.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
SONOVA HLDG N | 281.00 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
Swiss Re | 110.60 |