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 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.13 |
Underlying price on issue | 68.11 |
Premium | 0.17% |
Premium p.a. | 4.54% |
Leverage | 25.91 |
Implied volatility | 0.49 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |