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ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1338497568 Security: 133849756 Symbol: TTEXHZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.28
Change +3.70% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -8.06%
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 price0.31
Underlying price on issue67.11
Premium0.12%
Premium p.a.0.19%
Leverage8.40
Implied volatility0.24

Reference data

ISIN CH1338497568
Symbol TTEXHZ
Security 133849756
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
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 06.05.2024

Key figures

Premium 11.74%
Premium p.a. 18.79%
Leverage 23.21
Implied volatility 24.30%
Moneyness out-of-the-money
Leverage 8.4041
Delta 0.3621
Gamma 0.0029
Theta -0.0009
Rho 0.0112
Vega 0.0192
Fair value 0.29
Intrinsic value n.a.
Break-even 74.89
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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