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ZKB Put Warrant auf
thyssenkrupp AG

ISIN: CH1305137585 Security: 130513758 Symbol: TKA63Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 01:28:39

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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 17.05.24 13:28 17.05.24 13:28

Current data

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

Life cycle

Fixing20.12.2024
Settlement date23.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.08
Underlying price on issue4.82
Premium0.15%
Premium p.a.0.24%
Leverage2.82
Implied volatility0.50

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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