Last price paid | 0.065 | |
Change | -31.58% [ -0.03 ] | |
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 | -63.16% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 68.11 |
Premium | 0.06% |
Premium p.a. | 0.49% |
Leverage | 23.82 |
Implied volatility | 0.22 |
ISIN | CH1305152659 |
Symbol | TTENCZ |
Security | 130515265 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TotalEnergies A, FR0000120271 |
Underlying ISIN | FR0000120271 |
Strike | 70.00 |
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 | 5.62% |
Premium p.a. | 48.80% |
Leverage | 94.38 |
Implied volatility | 21.52% |
Moneyness | out-of-the-money |
Leverage | 23.8188 |
Delta | 0.2524 |
Gamma | 0.0067 |
Theta | -0.0016 |
Rho | 0.0015 |
Vega | 0.0071 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 70.71 |
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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