Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -66.67% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.03 |
Underlying price on issue | 4.82 |
Premium | 0.24% |
Premium p.a. | 1.98% |
Leverage | 9.66 |
Implied volatility | 0.59 |
ISIN | CH1305137791 |
Symbol | TKASVZ |
Security | 130513779 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 16.02.2024 |
Premium | 23.85% |
Premium p.a. | 197.81% |
Leverage | 48.38 |
Implied volatility | 58.66% |
Moneyness | out-of-the-money |
Leverage | 9.6629 |
Delta | 0.1997 |
Gamma | 0.0284 |
Theta | -0.0003 |
Rho | 0.0001 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 6.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |