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ZKB Put Warrant auf
TotalEnergies SE

ISIN: CH1305152543 Security: 130515254 Symbol: TTEBPZ Life cycle
Secondary market

Bid Price 0.63

Ask Price 0.64

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 29.05.2024 09:58:24

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.04.2024
Key Information Document DE 25.04.2024
Key Information Document EN 25.04.2024
Key Information Document FR 25.04.2024
Key Information Document IT 25.04.2024

Price data

  Bid Ask
Price 0.63 0.64
Volume 100'000.00 100'000.00
Date/time 29.05.24 09:58 29.05.24 09:58

Current data

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

Life cycle

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

Performance

Perf. since issue -3.79%
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 price0.66
Underlying price on issue68.09
Premium0.08%
Premium p.a.0.09%
Leverage5.29
Implied volatility0.22

Reference data

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

Key figures

Premium 7.56%
Premium p.a. 9.11%
Leverage 10.38
Implied volatility 21.90%
Moneyness in-the-money
Leverage 5.2871
Delta -0.5092
Gamma 0.0029
Theta -0.0009
Rho -0.0313
Vega 0.0229
Fair value 0.50
Intrinsic value n.a.
Break-even 61.58
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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