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ZKB Call Warrant auf
Taiwan Semiconductor Manufacturing Co Ltd

ISIN: CH1305149754 Security: 130514975 Symbol: TSMIPZ Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.04.2024
Key Information Document DE 02.04.2024
Key Information Document EN 02.04.2024
Key Information Document FR 02.04.2024
Key Information Document IT 02.04.2024

Price data

  Bid Ask
Price 0.40 0.41
Volume 150'000.00 150'000.00
Date/time 17.06.24 17:15 17.06.24 17:15

Current data

Last price paid 0.40
Change +11.11% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date09.04.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +138.24%
Year to date (YTD) n.a.
1 month +110.53%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue142.10
Premium0.24%
Premium p.a.0.40%
Leverage4.43
Implied volatility0.46

Reference data

ISIN CH1305149754
Symbol TSMIPZ
Security 130514975
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Taiwan Semi Sp ADR, US8740391003
Underlying ISIN US8740391003
Strike 200.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 02.04.2024

Key figures

Premium 24.24%
Premium p.a. 39.50%
Leverage 9.66
Implied volatility 46.31%
Moneyness out-of-the-money
Leverage 4.4288
Delta 0.4583
Gamma 0.0002
Theta -0.0014
Rho 0.0085
Vega 0.0121
Fair value 0.41
Intrinsic value n.a.
Break-even 218.17
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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