Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | +18.75% |
Year to date (YTD) | n.a. |
1 month | +28.57% |
3 months | 0.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.82 |
Premium | 0.08% |
Premium p.a. | 0.14% |
Leverage | 2.35 |
Implied volatility | 0.50 |
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 | 7.79% |
Premium p.a. | 13.74% |
Leverage | 4.21 |
Implied volatility | 50.31% |
Moneyness | in-the-money |
Leverage | 2.3529 |
Delta | -0.5585 |
Gamma | 0.0260 |
Theta | -0.0001 |
Rho | -0.0018 |
Vega | 0.0012 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 3.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 244.80 |
SWISSCOM N | 494.20 |
LOGITECH INT. | 91.06 |
Alcon AG | 82.04 |
Nestlé SA | 94.76 |
Name | Price |
---|---|
Sika AG | 261.90 |
UBS | 27.42 |
GEBERIT N | 545.80 |
ABB Ltd | 50.78 |
Partners Group Ho... | 1'172.50 |