Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -53.70% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 68.11 |
Premium | 0.10% |
Premium p.a. | 0.30% |
Leverage | 13.91 |
Implied volatility | 0.22 |
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 | 9.82% |
Premium p.a. | 29.63% |
Leverage | 52.83 |
Implied volatility | 21.86% |
Moneyness | out-of-the-money |
Leverage | 13.9068 |
Delta | 0.2632 |
Gamma | 0.0039 |
Theta | -0.0010 |
Rho | 0.0045 |
Vega | 0.0123 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 73.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'236.00 |
ROCHE GS | 229.40 |
ZURICH INSURANCE | 469.90 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 484.40 |
Partners Group Ho... | 1'195.50 |
UBS | 28.07 |
GEBERIT N | 556.80 |
Holcim | 79.26 |