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ZKB Call Warrant auf
Taiwan Semiconductor Manufacturing Co Ltd

ISIN: CH1305150117 Security: 130515011 Symbol: TSM7CZ Life cycle
Secondary market

Bid Price 0.44

Ask Price 0.45

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.45
Change +15.38% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 +14.10%
Year to date (YTD) n.a.
1 month +15.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue142.10
Premium0.16%
Premium p.a.0.23%
Leverage4.35
Implied volatility0.39

Reference data

ISIN CH1305150117
Symbol TSM7CZ
Security 130515011
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Taiwan Semi Sp ADR, US8740391003
Underlying ISIN US8740391003
Strike 160.00
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 16.31%
Premium p.a. 23.25%
Leverage 7.85
Implied volatility 39.31%
Moneyness out-of-the-money
Leverage 4.3510
Delta 0.5541
Gamma 0.0002
Theta -0.0010
Rho 0.0105
Vega 0.0114
Fair value 0.45
Intrinsic value n.a.
Break-even 179.67
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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