Last price paid | 0.08 | |
Change | -27.27% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -68.52% |
Year to date (YTD) | n.a. |
1 month | -52.94% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 68.11 |
Premium | 0.12% |
Premium p.a. | 0.40% |
Leverage | 14.86 |
Implied volatility | 0.23 |
ISIN | CH1305152717 |
Symbol | TTECAZ |
Security | 130515271 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
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 |
Premium | 12.04% |
Premium p.a. | 40.32% |
Leverage | 73.77 |
Implied volatility | 23.28% |
Moneyness | out-of-the-money |
Leverage | 14.8625 |
Delta | 0.2015 |
Gamma | 0.0035 |
Theta | -0.0009 |
Rho | 0.0030 |
Vega | 0.0095 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 72.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |