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ZKB Call Warrant auf
Tecan Group AG

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

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 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 -83.33%
Year to date (YTD) n.a.
1 month -78.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue347.80
Premium0.12%
Premium p.a.0.98%
Leverage19.58
Implied volatility0.29

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 11.60%
Premium p.a. 98.44%
Leverage 114.40
Implied volatility 29.15%
Moneyness out-of-the-money
Leverage 19.5806
Delta 0.1712
Gamma 0.0001
Theta -0.0010
Rho 0.0007
Vega 0.0030
Fair value 0.03
Intrinsic value n.a.
Break-even 383.00
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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