Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 02.05.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -61.11% |
Year to date (YTD) | n.a. |
1 month | -63.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 68.11 |
Premium | 0.11% |
Premium p.a. | 0.34% |
Leverage | 14.12 |
Implied volatility | 0.22 |
ISIN | CH1305152717 |
Symbol | TTECAZ |
Security | 130515271 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | TotalEnergies A, FR0000120271 |
Underlying ISIN | FR0000120271 |
Strike | 72.00 |
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 | 11.33% |
Premium p.a. | 34.17% |
Leverage | 61.71 |
Implied volatility | 22.46% |
Moneyness | out-of-the-money |
Leverage | 14.1247 |
Delta | 0.2289 |
Gamma | 0.0036 |
Theta | -0.0009 |
Rho | 0.0039 |
Vega | 0.0112 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 73.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.35 |
ZURICH INSURANCE | 471.00 |
ROCHE GS | 229.60 |
LOGITECH INT. | 87.22 |
SONOVA HLDG N | 288.10 |
Name | Price |
---|---|
Lonza Group | 482.50 |
UBS | 27.91 |
Swiss Life Hldg | 623.00 |
GEBERIT N | 554.20 |
Compagnie Financi... | 142.25 |