Last price paid | 0.07 | |
Change | -6.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 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 | -25.00% |
Year to date (YTD) | n.a. |
1 month | +16.67% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 6.36 |
Premium | 0.20% |
Premium p.a. | 0.31% |
Leverage | 2.75 |
Implied volatility | 0.54 |
ISIN | CH1305134806 |
Symbol | TUINHZ |
Security | 130513480 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TUI N, DE000TUAG505 |
Underlying ISIN | DE000TUAG505 |
Strike | 6.00 |
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 | 19.78% |
Premium p.a. | 30.85% |
Leverage | 8.59 |
Implied volatility | 54.30% |
Moneyness | out-of-the-money |
Leverage | 2.7457 |
Delta | -0.3195 |
Gamma | 0.0128 |
Theta | -0.0002 |
Rho | -0.0018 |
Vega | 0.0018 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 5.24 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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