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ZKB Call Warrant auf
thyssenkrupp AG

ISIN: CH1305137791 Security: 130513779 Symbol: TKASVZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:06:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:06 29.05.24 10:01

Current data

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

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.03
Underlying price on issue4.82
Premium0.31%
Premium p.a.3.74%
Leverage8.46
Implied volatility0.84

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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