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ZKB Call Warrant auf
TUI AG

ISIN: CH1281051024 Security: 128105102 Symbol: TUIK5Z Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

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 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.045 0.055
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 0.05
Change -16.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.13
Underlying price on issue7.29
Premium0.32%
Premium p.a.0.51%
Leverage4.76
Implied volatility0.47

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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