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ZKB Put Warrant auf
TUI AG

ISIN: CH1268367450 Security: 126836745 Symbol: TUIRDZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -88.46%
Year to date (YTD) -60.00%
1 month -33.33%
3 months -55.56%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue6.14
Premium0.09%
Premium p.a.0.97%
Leverage11.31
Implied volatility0.44

Reference data

ISIN CH1268367450
Symbol TUIRDZ
Security 126836745
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TUI N, DE000TUAG505
Underlying ISIN DE000TUAG505
Strike 6.00
C/P type put
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 9.32%
Premium p.a. 97.20%
Leverage 42.66
Implied volatility 43.79%
Moneyness out-of-the-money
Leverage 11.3105
Delta -0.2651
Gamma 0.0377
Theta -0.0004
Rho -0.0002
Vega 0.0006
Fair value 0.02
Intrinsic value n.a.
Break-even 5.85
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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