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ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1305152766 Security: 130515276 Symbol: TTEJPZ Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.37
Change +2.78% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -35.96%
Year to date (YTD) n.a.
1 month -39.34%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue68.11
Premium0.08%
Premium p.a.0.14%
Leverage8.02
Implied volatility0.24

Reference data

ISIN CH1305152766
Symbol TTEJPZ
Security 130515276
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying TotalEnergies A, FR0000120271
Underlying ISIN FR0000120271
Strike 68.00
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 8.25%
Premium p.a. 13.88%
Leverage 17.97
Implied volatility 23.90%
Moneyness out-of-the-money
Leverage 8.0155
Delta 0.4460
Gamma 0.0033
Theta -0.0009
Rho 0.0125
Vega 0.0195
Fair value 0.37
Intrinsic value n.a.
Break-even 71.68
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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