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ZKB Call Warrant auf
TUI AG

ISIN: CH1268386195 Security: 126838619 Symbol: TUI3GZ 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 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

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 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) -76.92%
1 month -50.00%
3 months -57.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue5.56
Premium0.24%
Premium p.a.2.09%
Leverage10.85
Implied volatility0.55

Reference data

ISIN CH1268386195
Symbol TUI3GZ
Security 126838619
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TUI N, DE000TUAG505
Underlying ISIN DE000TUAG505
Strike 8.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 29.08.2023

Key figures

Premium 24.03%
Premium p.a. 208.79%
Leverage 64.46
Implied volatility 55.42%
Moneyness out-of-the-money
Leverage 10.8529
Delta 0.1684
Gamma 0.0207
Theta -0.0004
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 8.10
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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