Last price paid | 0.065 | |
Change | -23.53% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 05.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -22.22% |
Year to date (YTD) | -61.76% |
1 month | -35.00% |
3 months | -40.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 5.56 |
Premium | 0.04% |
Premium p.a. | 0.42% |
Leverage | 6.38 |
Implied volatility | 0.56 |
ISIN | CH1268386179 |
Symbol | TUITJZ |
Security | 126838617 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TUI N, DE000TUAG505 |
Underlying ISIN | DE000TUAG505 |
Strike | 6.00 |
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 |
Premium | 4.03% |
Premium p.a. | 42.00% |
Leverage | 9.14 |
Implied volatility | 56.37% |
Moneyness | in-the-money |
Leverage | 6.3768 |
Delta | 0.6980 |
Gamma | 0.0312 |
Theta | -0.0006 |
Rho | 0.0004 |
Vega | 0.0007 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 6.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |