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ZKB Call Warrant auf
Tecan Group AG

ISIN: CH1305146040 Security: 130514604 Symbol: TECDIZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -76.19%
Year to date (YTD) n.a.
1 month -31.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue362.20
Premium0.52%
Premium p.a.0.63%
Leverage7.69
Implied volatility0.33

Reference data

ISIN CH1305146040
Symbol TECDIZ
Security 130514604
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Tecan Grp N, CH0012100191
Underlying ISIN CH0012100191
Strike 480.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 19.03.2024

Key figures

Premium 51.85%
Premium p.a. 62.87%
Leverage 63.88
Implied volatility 32.83%
Moneyness out-of-the-money
Leverage 7.6948
Delta 0.1205
Gamma 0.0000
Theta -0.0003
Rho 0.0028
Vega 0.0058
Fair value 0.05
Intrinsic value n.a.
Break-even 485.00
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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