Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -61.54% |
Year to date (YTD) | -58.33% |
1 month | -28.57% |
3 months | -16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 7.29 |
Premium | 0.32% |
Premium p.a. | 0.51% |
Leverage | 4.76 |
Implied volatility | 0.47 |
ISIN | CH1281051024 |
Symbol | TUIK5Z |
Security | 128105102 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 08.12.2023 |
Premium | 31.64% |
Premium p.a. | 50.88% |
Leverage | 12.82 |
Implied volatility | 46.88% |
Moneyness | out-of-the-money |
Leverage | 4.7567 |
Delta | 0.3711 |
Gamma | 0.0159 |
Theta | -0.0002 |
Rho | 0.0012 |
Vega | 0.0019 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 8.50 |
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 |