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ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1305153137 Security: 130515313 Symbol: TTEY4Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 17.05.2024 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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.24
Underlying price on issue68.12
Premium0.22%
Premium p.a.0.26%
Leverage8.45
Implied volatility0.24

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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