Inhaltsseite: Home

ZKB Put Warrant auf
thyssenkrupp AG

ISIN: CH1305134707 Security: 130513470 Symbol: TKAQFZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

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

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.08
Underlying price on issue5.82
Premium0.08%
Premium p.a.0.13%
Leverage2.46
Implied volatility0.47

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading