Last price paid | 0.065 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | -18.75% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 4.82 |
Premium | 0.15% |
Premium p.a. | 0.24% |
Leverage | 2.82 |
Implied volatility | 0.50 |
ISIN | CH1305137585 |
Symbol | TKA63Z |
Security | 130513758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 4.80 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 16.02.2024 |
Premium | 15.21% |
Premium p.a. | 23.72% |
Leverage | 7.40 |
Implied volatility | 49.76% |
Moneyness | out-of-the-money |
Leverage | 2.8177 |
Delta | -0.3806 |
Gamma | 0.0199 |
Theta | -0.0001 |
Rho | -0.0016 |
Vega | 0.0015 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 4.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 145.00 |
LOGITECH INT. | 83.26 |
Swiss Re | 109.05 |
Givaudan | 4'157.00 |
NOVARTIS N | 93.54 |
Name | Price |
---|---|
Alcon AG | 79.60 |
GEBERIT N | 559.80 |
ABB Ltd | 47.19 |
Partners Group Ho... | 1'266.50 |
SONOVA HLDG N | 294.90 |