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ZKB Call Warrant auf
thyssenkrupp AG

ISIN: CH1305137775 Security: 130513777 Symbol: TKA7WZ 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) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 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 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) n.a.
1 month -30.77%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue4.82
Premium0.07%
Premium p.a.0.55%
Leverage6.52
Implied volatility0.56

Reference data

ISIN CH1305137775
Symbol TKA7WZ
Security 130513777
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying thyssenkrupp I, DE0007500001
Underlying ISIN DE0007500001
Strike 4.80
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

Key figures

Premium 6.51%
Premium p.a. 55.29%
Leverage 10.79
Implied volatility 56.23%
Moneyness in-the-money
Leverage 6.5199
Delta 0.6043
Gamma 0.0411
Theta -0.0004
Rho 0.0003
Vega 0.0006
Fair value 0.03
Intrinsic value n.a.
Break-even 5.26
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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