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ZKB Call Warrant auf
TUI AG

ISIN: CH1305129319 Security: 130512931 Symbol: TUIMCZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -71.43%
Year to date (YTD) n.a.
1 month -37.50%
3 months -44.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue6.72
Premium0.19%
Premium p.a.1.69%
Leverage8.75
Implied volatility0.61

Reference data

ISIN CH1305129319
Symbol TUIMCZ
Security 130512931
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying TUI N, DE000TUAG505
Underlying ISIN DE000TUAG505
Strike 7.60
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 05.01.2024

Key figures

Premium 19.45%
Premium p.a. 169.06%
Leverage 32.23
Implied volatility 60.88%
Moneyness out-of-the-money
Leverage 8.7476
Delta 0.2714
Gamma 0.0249
Theta -0.0005
Rho 0.0002
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 7.80
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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