Last price paid | 0.65 | |
Change | -2.99% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 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 | -2.27% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.66 |
Underlying price on issue | 68.09 |
Premium | 0.07% |
Premium p.a. | 0.08% |
Leverage | 5.35 |
Implied volatility | 0.21 |
ISIN | CH1305152543 |
Symbol | TTEBPZ |
Security | 130515254 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | TotalEnergies A, FR0000120271 |
Underlying ISIN | FR0000120271 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 24.04.2024 |
Premium | 7.03% |
Premium p.a. | 8.44% |
Leverage | 10.16 |
Implied volatility | 21.17% |
Moneyness | in-the-money |
Leverage | 5.3544 |
Delta | -0.5270 |
Gamma | 0.0030 |
Theta | -0.0009 |
Rho | -0.0324 |
Vega | 0.0227 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 61.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.25 |
Givaudan | 4'231.00 |
ROCHE GS | 229.00 |
LOGITECH INT. | 86.84 |
Sika AG | 275.80 |
Name | Price |
---|---|
Lonza Group | 488.30 |
UBS | 28.04 |
Alcon AG | 80.16 |
KUEHNE & NAGEL | 249.50 |
Compagnie Financi... | 142.90 |