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ZKB Put Warrant auf
Tecan Group AG

ISIN: CH1305141074 Security: 130514107 Symbol: TECA2Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.17 0.18
Volume 325'000.00 325'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.18
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -35.19%
Year to date (YTD) n.a.
1 month -18.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue347.80
Premium0.18%
Premium p.a.0.27%
Leverage5.04
Implied volatility0.35

Reference data

ISIN CH1305141074
Symbol TECA2Z
Security 130514107
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Tecan Grp N, CH0012100191
Underlying ISIN CH0012100191
Strike 300.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 29.02.2024

Key figures

Premium 17.69%
Premium p.a. 27.47%
Leverage 19.61
Implied volatility 35.33%
Moneyness out-of-the-money
Leverage 5.0392
Delta -0.2570
Gamma 0.0000
Theta -0.0006
Rho -0.0068
Vega 0.0089
Fair value 0.18
Intrinsic value n.a.
Break-even 282.50
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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