Last price paid | 0.17 | |
Change | -10.53% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 02.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -27.08% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 68.12 |
Premium | 0.22% |
Premium p.a. | 0.26% |
Leverage | 8.45 |
Implied volatility | 0.24 |
ISIN | CH1305153137 |
Symbol | TTEY4Z |
Security | 130515313 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | TotalEnergies A, FR0000120271 |
Underlying ISIN | FR0000120271 |
Strike | 80.00 |
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 | 22.14% |
Premium p.a. | 25.66% |
Leverage | 37.75 |
Implied volatility | 24.28% |
Moneyness | out-of-the-money |
Leverage | 8.4536 |
Delta | 0.2239 |
Gamma | 0.0020 |
Theta | -0.0006 |
Rho | 0.0098 |
Vega | 0.0181 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 81.77 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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GEBERIT N | 561.40 |