Last price paid | 0.17 | |
Change | -15.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -32.69% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 68.11 |
Premium | 0.16% |
Premium p.a. | 0.26% |
Leverage | 9.65 |
Implied volatility | 0.24 |
ISIN | CH1305152808 |
Symbol | TTECRZ |
Security | 130515280 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
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 |
Premium | 16.17% |
Premium p.a. | 25.88% |
Leverage | 37.75 |
Implied volatility | 23.74% |
Moneyness | out-of-the-money |
Leverage | 9.6468 |
Delta | 0.2555 |
Gamma | 0.0026 |
Theta | -0.0008 |
Rho | 0.0082 |
Vega | 0.0165 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 77.77 |
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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