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ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1305152659 Security: 130515265 Symbol: TTENCZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

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

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Product Download

Security PDF for download Publication date
Termsheet 25.04.2024
Key Information Document DE 25.04.2024
Key Information Document EN 25.04.2024
Key Information Document FR 25.04.2024
Key Information Document IT 25.04.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.19
Underlying price on issue68.11
Premium0.06%
Premium p.a.0.49%
Leverage23.82
Implied volatility0.22

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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