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ZKB Put Warrant auf
TUI AG

ISIN: CH1305134806 Security: 130513480 Symbol: TUINHZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.10
Underlying price on issue6.36
Premium0.20%
Premium p.a.0.31%
Leverage2.75
Implied volatility0.54

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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