Last price paid | 0.035 | |
Change | -30.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -69.23% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 68.11 |
Premium | 0.08% |
Premium p.a. | 0.70% |
Leverage | 26.15 |
Implied volatility | 0.22 |
ISIN | CH1305152675 |
Symbol | TTEY3Z |
Security | 130515267 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TotalEnergies A, FR0000120271 |
Underlying ISIN | FR0000120271 |
Strike | 72.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 24.04.2024 |
Premium | 8.04% |
Premium p.a. | 69.83% |
Leverage | 165.33 |
Implied volatility | 22.27% |
Moneyness | out-of-the-money |
Leverage | 26.1465 |
Delta | 0.1581 |
Gamma | 0.0048 |
Theta | -0.0013 |
Rho | 0.0010 |
Vega | 0.0054 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 72.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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