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ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1305152733 Security: 130515273 Symbol: TTEVMZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 625'000.00 325'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.085
Change -15.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -43.75%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue68.11
Premium0.15%
Premium p.a.0.41%
Leverage13.70
Implied volatility0.23

Reference data

ISIN CH1305152733
Symbol TTEVMZ
Security 130515273
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying TotalEnergies A, FR0000120271
Underlying ISIN FR0000120271
Strike 76.00
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

Key figures

Premium 14.76%
Premium p.a. 40.51%
Leverage 73.49
Implied volatility 23.45%
Moneyness out-of-the-money
Leverage 13.7006
Delta 0.1864
Gamma 0.0029
Theta -0.0009
Rho 0.0036
Vega 0.0106
Fair value 0.09
Intrinsic value n.a.
Break-even 76.91
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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