Inhaltsseite: Home

ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1305152675 Security: 130515267 Symbol: TTEY3Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) n.a.
1 month -72.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue68.11
Premium0.17%
Premium p.a.4.54%
Leverage25.91
Implied volatility0.49

Reference data

ISIN CH1305152675
Symbol TTEY3Z
Security 130515267
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TotalEnergies A, FR0000120271
Underlying ISIN FR0000120271
Strike 72.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 24.04.2024

Key figures

Premium 17.40%
Premium p.a. 453.55%
Leverage 585.32
Implied volatility 49.40%
Moneyness out-of-the-money
Leverage 25.9130
Delta 0.0443
Gamma 0.0016
Theta -0.0017
Rho 0.0001
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 72.10
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading