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ZKB Put Warrant auf
Tecan Group AG

ISIN: CH1305141116 Security: 130514111 Symbol: TECSDZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.32
Change -3.03% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -28.41%
Year to date (YTD) n.a.
1 month -23.81%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue347.80
Premium0.10%
Premium p.a.0.16%
Leverage4.56
Implied volatility0.32

Reference data

ISIN CH1305141116
Symbol TECSDZ
Security 130514111
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Tecan Grp N, CH0012100191
Underlying ISIN CH0012100191
Strike 340.00
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 10.11%
Premium p.a. 15.70%
Leverage 10.90
Implied volatility 32.04%
Moneyness out-of-the-money
Leverage 4.5615
Delta -0.4187
Gamma 0.0000
Theta -0.0007
Rho -0.0113
Vega 0.0108
Fair value 0.32
Intrinsic value n.a.
Break-even 308.50
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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