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ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1305153020 Security: 130515302 Symbol: TTE1SZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 05:15:00

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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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.32
Change +18.52% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date02.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -30.85%
Year to date (YTD) n.a.
1 month -31.91%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue68.11
Premium0.12%
Premium p.a.0.15%
Leverage7.54
Implied volatility0.24

Reference data

ISIN CH1305153020
Symbol TTE1SZ
Security 130515302
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 12.40%
Premium p.a. 15.03%
Leverage 20.21
Implied volatility 23.52%
Moneyness out-of-the-money
Leverage 7.5439
Delta 0.3734
Gamma 0.0027
Theta -0.0007
Rho 0.0147
Vega 0.0220
Fair value 0.33
Intrinsic value n.a.
Break-even 75.32
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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