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ZKB Call Warrant auf
Taiwan Semiconductor Manufacturing Co Ltd

ISIN: CH1305150109 Security: 130515010 Symbol: TSM6OZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 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 0.04 0.05
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 0.05
Change -23.08% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -62.50%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue142.10
Premium0.12%
Premium p.a.1.58%
Leverage15.84
Implied volatility0.42

Reference data

ISIN CH1305150109
Symbol TSM6OZ
Security 130515010
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Taiwan Semi Sp ADR, US8740391003
Underlying ISIN US8740391003
Strike 165.00
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 12.11%
Premium p.a. 157.81%
Leverage 74.76
Implied volatility 42.50%
Moneyness out-of-the-money
Leverage 15.8364
Delta 0.2118
Gamma 0.0005
Theta -0.0021
Rho 0.0005
Vega 0.0027
Fair value 0.05
Intrinsic value n.a.
Break-even 166.99
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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