Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -57.41% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 68.11 |
Premium | 0.10% |
Premium p.a. | 0.31% |
Leverage | 14.21 |
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 | 10.23% |
Premium p.a. | 30.87% |
Leverage | 57.16 |
Implied volatility | 21.75% |
Moneyness | out-of-the-money |
Leverage | 14.2142 |
Delta | 0.2487 |
Gamma | 0.0039 |
Theta | -0.0009 |
Rho | 0.0043 |
Vega | 0.0119 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 73.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.85 |
ROCHE GS | 230.50 |
SONOVA HLDG N | 289.10 |
ABB Ltd | 49.72 |
Sika AG | 276.70 |
Name | Price |
---|---|
Lonza Group | 485.30 |
UBS | 28.00 |
Swiss Life Hldg | 625.00 |
Partners Group Ho... | 1'196.00 |
LOGITECH INT. | 86.34 |