Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +31.25% |
Year to date (YTD) | n.a. |
1 month | -15.38% |
3 months | -8.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 5.82 |
Premium | 0.08% |
Premium p.a. | 0.13% |
Leverage | 2.46 |
Implied volatility | 0.47 |
ISIN | CH1305134707 |
Symbol | TKAQFZ |
Security | 130513470 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | thyssenkrupp I, DE0007500001 |
Underlying ISIN | DE0007500001 |
Strike | 5.60 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 31.01.2024 |
Premium | 8.17% |
Premium p.a. | 12.70% |
Leverage | 4.62 |
Implied volatility | 46.90% |
Moneyness | in-the-money |
Leverage | 2.4626 |
Delta | -0.5326 |
Gamma | 0.0218 |
Theta | -0.0001 |
Rho | -0.0023 |
Vega | 0.0015 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 4.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |