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ZKB Call Warrant auf
Tecan Group AG

ISIN: CH1305140878 Security: 130514087 Symbol: TECKDZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.06.2024 09:09:32

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 13.06.24 09:09 13.06.24 09:09

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.67%
Year to date (YTD) n.a.
1 month -60.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue347.80
Premium0.17%
Premium p.a.3.80%
Leverage20.55
Implied volatility0.52

Reference data

ISIN CH1305140878
Symbol TECKDZ
Security 130514087
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Tecan Grp N, CH0012100191
Underlying ISIN CH0012100191
Strike 380.00
C/P type call
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 16.67%
Premium p.a. 380.21%
Leverage 218.00
Implied volatility 52.10%
Moneyness out-of-the-money
Leverage 20.5503
Delta 0.0943
Gamma 0.0000
Theta -0.0019
Rho 0.0001
Vega 0.0011
Fair value 0.02
Intrinsic value n.a.
Break-even 381.50
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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