Last price paid | 0.11 | |
Change | -15.38% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 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 | -35.29% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 68.11 |
Premium | 0.13% |
Premium p.a. | 0.40% |
Leverage | 14.58 |
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 | 12.64% |
Premium p.a. | 40.11% |
Leverage | 73.85 |
Implied volatility | 23.24% |
Moneyness | out-of-the-money |
Leverage | 14.5821 |
Delta | 0.1974 |
Gamma | 0.0034 |
Theta | -0.0009 |
Rho | 0.0031 |
Vega | 0.0097 |
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 |
---|---|
Lonza Group | 493.20 |
KUEHNE & NAGEL | 259.80 |
Nestlé SA | 97.94 |
ROCHE GS | 235.10 |
Compagnie Financi... | 144.95 |
Name | Price |
---|---|
UBS | 28.06 |
Swiss Re | 112.55 |
ABB Ltd | 49.41 |
ZURICH INSURANCE | 471.40 |
Holcim | 78.32 |