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ZKB Call Warrant auf
thyssenkrupp AG

ISIN: CH1281031968 Security: 128103196 Symbol: TKAZ7Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 01:03:04

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 13:03 17.05.24 13:03

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) -76.92%
1 month n.a.
3 months -57.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue6.58
Premium0.44%
Premium p.a.3.85%
Leverage7.38
Implied volatility0.87

Reference data

ISIN CH1281031968
Symbol TKAZ7Z
Security 128103196
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying thyssenkrupp I, DE0007500001
Underlying ISIN DE0007500001
Strike 7.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 26.09.2023

Key figures

Premium 44.31%
Premium p.a. 385.07%
Leverage 48.51
Implied volatility 87.25%
Moneyness out-of-the-money
Leverage 7.3770
Delta 0.1521
Gamma 0.0164
Theta -0.0004
Rho 0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 7.10
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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