Last price paid | 1.02 | |
Change | +2.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +7.89% |
Year to date (YTD) | +142.86% |
1 month | -8.93% |
3 months | +27.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.95 |
Underlying price on issue | 70.97 |
Premium | 0.01% |
Premium p.a. | 0.17% |
Leverage | 2.67 |
Implied volatility | 1.01 |
ISIN | CH1268375396 |
Symbol | TEMUCZ |
Security | 126837539 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 80.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.06.2023 |
Premium | 0.67% |
Premium p.a. | 17.41% |
Leverage | 2.92 |
Implied volatility | 101.35% |
Moneyness | in-the-money |
Leverage | 2.6657 |
Delta | -0.9123 |
Gamma | 0.0007 |
Theta | -0.0032 |
Rho | -0.0014 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 59.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |