Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -66.67% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 4.82 |
Premium | 0.31% |
Premium p.a. | 3.74% |
Leverage | 8.46 |
Implied volatility | 0.84 |
ISIN | CH1305137791 |
Symbol | TKASVZ |
Security | 130513779 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 6.00 |
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 | 30.70% |
Premium p.a. | 373.52% |
Leverage | 46.18 |
Implied volatility | 84.37% |
Moneyness | out-of-the-money |
Leverage | 8.4556 |
Delta | 0.1831 |
Gamma | 0.0237 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 6.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'238.00 |
ABB Ltd | 49.72 |
ROCHE GS | 229.30 |
ZURICH INSURANCE | 469.50 |
Name | Price |
---|---|
Lonza Group | 484.90 |
UBS | 28.03 |
Partners Group Ho... | 1'196.50 |
Compagnie Financi... | 142.80 |
GEBERIT N | 556.80 |