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ZKB Call Warrant auf
thyssenkrupp AG

ISIN: CH1268367476 Security: 126836747 Symbol: TKA0DZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 09:16:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 09:16 17.05.24 09:16

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) -40.00%
1 month -25.00%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue6.77
Premium1.04%
Premium p.a.9.03%
Leverage5.28
Implied volatility1.40

Reference data

ISIN CH1268367476
Symbol TKA0DZ
Security 126836747
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying thyssenkrupp I, DE0007500001
Underlying ISIN DE0007500001
Strike 10.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 02.06.2023

Key figures

Premium 103.90%
Premium p.a. 902.97%
Leverage 48.86
Implied volatility 139.62%
Moneyness out-of-the-money
Leverage 5.2798
Delta 0.1081
Gamma 0.0080
Theta -0.0005
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 10.10
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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