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ZKB Call Warrant auf 2024-17.01.2025 Taiwan Semiconductor Manufacturing Co Ltd
Taiwan Semiconductor Manufacturing Co Ltd

ISIN: CH1338507846 Security: 133850784 Symbol: TSMVNZ Life cycle
Secondary market

Bid Price 0.56

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 26.06.2024 12:57:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.56 0.57
Volume 100'000.00 100'000.00
Date/time 26.06.24 12:57 26.06.24 12:57

Current data

Last price paid 0.53
Change +1.92% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date04.06.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +44.87%
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 price0.39
Underlying price on issue160.22
Premium0.16%
Premium p.a.0.27%
Leverage3.99
Implied volatility0.46

Reference data

ISIN CH1338507846
Symbol TSMVNZ
Security 133850784
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Taiwan Semi Sp ADR, US8740391003
Underlying ISIN US8740391003
Strike 175.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 28.05.2024

Key figures

Premium 15.97%
Premium p.a. 27.11%
Leverage 6.86
Implied volatility 46.25%
Moneyness out-of-the-money
Leverage 3.9903
Delta 0.5818
Gamma 0.0002
Theta -0.0014
Rho 0.0099
Vega 0.0115
Fair value 0.57
Intrinsic value n.a.
Break-even 200.16
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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