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ZKB Put Warrant auf
TotalEnergies SE

ISIN: CH1305152469 Security: 130515246 Symbol: TTE0FZ Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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 0.41 0.42
Volume 125'000.00 125'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.41
Change -6.82% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 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 +1.22%
Year to date (YTD) n.a.
1 month +20.59%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue68.09
Premium0.04%
Premium p.a.0.11%
Leverage9.66
Implied volatility0.18

Reference data

ISIN CH1305152469
Symbol TTE0FZ
Security 130515246
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying TotalEnergies A, FR0000120271
Underlying ISIN FR0000120271
Strike 68.00
C/P type put
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 3.52%
Premium p.a. 10.54%
Leverage 15.79
Implied volatility 17.91%
Moneyness in-the-money
Leverage 9.6631
Delta -0.6121
Gamma 0.0054
Theta -0.0014
Rho -0.0148
Vega 0.0140
Fair value 0.23
Intrinsic value n.a.
Break-even 63.81
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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