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

ISIN: CH1338517589 Security: 133851758 Symbol: TSMGAZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 07.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.07.2024
Key Information Document DE 11.07.2024
Key Information Document EN 11.07.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 07.08.24 17:15 07.08.24 17:15

Current data

Last price paid 0.06
Change +9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date18.07.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -74.00%
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 price0.25
Underlying price on issue193.05
Premium0.57%
Premium p.a.1.19%
Leverage7.00
Implied volatility0.47

Reference data

ISIN CH1338517589
Symbol TSMGAZ
Security 133851758
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Taiwan Semi Sp ADR, US8740391003
Underlying ISIN US8740391003
Strike 250.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 11.07.2024

Key figures

Premium 56.64%
Premium p.a. 119.50%
Leverage 53.76
Implied volatility 47.28%
Moneyness out-of-the-money
Leverage 7.0039
Delta 0.1303
Gamma 0.0001
Theta -0.0007
Rho 0.0018
Vega 0.0051
Fair value 0.07
Intrinsic value n.a.
Break-even 253.00
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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