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ZKB Call Warrant auf
TUI AG

ISIN: CH1281050992 Security: 128105099 Symbol: TUI8XZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 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 0.03 0.04
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 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.04.2024 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 -56.25%
Year to date (YTD) -38.46%
1 month n.a.
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue7.29
Premium0.59%
Premium p.a.0.91%
Leverage4.61
Implied volatility0.56

Reference data

ISIN CH1281050992
Symbol TUI8XZ
Security 128105099
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying TUI N, DE000TUAG505
Underlying ISIN DE000TUAG505
Strike 10.00
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 58.52%
Premium p.a. 91.29%
Leverage 18.42
Implied volatility 55.85%
Moneyness out-of-the-money
Leverage 4.6074
Delta 0.2502
Gamma 0.0110
Theta -0.0002
Rho 0.0008
Vega 0.0016
Fair value 0.04
Intrinsic value n.a.
Break-even 10.35
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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