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ZKB Call Warrant auf
thyssenkrupp AG

ISIN: CH1305134673 Security: 130513467 Symbol: TKAU4Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.04 0.05
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 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.04.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue5.82
Premium0.30%
Premium p.a.0.47%
Leverage4.44
Implied volatility0.48

Reference data

ISIN CH1305134673
Symbol TKAU4Z
Security 130513467
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying thyssenkrupp I, DE0007500001
Underlying ISIN DE0007500001
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 31.01.2024

Key figures

Premium 30.03%
Premium p.a. 46.84%
Leverage 10.89
Implied volatility 48.19%
Moneyness out-of-the-money
Leverage 4.4356
Delta 0.4074
Gamma 0.0205
Theta -0.0002
Rho 0.0010
Vega 0.0015
Fair value 0.05
Intrinsic value n.a.
Break-even 6.46
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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