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ZKB Call Warrant auf
TotalEnergies SE

ISIN: CH1305152717 Security: 130515271 Symbol: TTECAZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 29.05.2024 01:08:17

Sell Buy 

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 29.05.24 13:08 29.05.24 13:08

Current data

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

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.27
Underlying price on issue68.11
Premium0.10%
Premium p.a.0.31%
Leverage14.21
Implied volatility0.22

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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