Last price paid | 0.07 | |
Change | +7.69% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -18.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.82 |
Premium | 0.19% |
Premium p.a. | 0.30% |
Leverage | 4.04 |
Implied volatility | 0.46 |
ISIN | CH1305137759 |
Symbol | TKAEAZ |
Security | 130513775 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 5.20 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 16.02.2024 |
Premium | 19.07% |
Premium p.a. | 29.74% |
Leverage | 7.46 |
Implied volatility | 46.20% |
Moneyness | out-of-the-money |
Leverage | 4.0353 |
Delta | 0.5407 |
Gamma | 0.0221 |
Theta | -0.0002 |
Rho | 0.0013 |
Vega | 0.0015 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 5.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.85 |
LOGITECH INT. | 83.28 |
Swiss Re | 109.25 |
Givaudan | 4'156.00 |
NOVARTIS N | 93.54 |
Name | Price |
---|---|
Alcon AG | 79.62 |
GEBERIT N | 559.40 |
ABB Ltd | 47.18 |
Partners Group Ho... | 1'266.50 |
SONOVA HLDG N | 294.90 |