Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -90.00% |
Year to date (YTD) | -50.00% |
1 month | -25.00% |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 16.88 |
Premium | 1.07% |
Premium p.a. | 17.72% |
Leverage | 6.63 |
Implied volatility | 1.66 |
ISIN | CH1268382228 |
Symbol | TMVLPZ |
Security | 126838222 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 24.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 09.08.2023 |
Premium | 106.80% |
Premium p.a. | 1771.98% |
Leverage | 113.12 |
Implied volatility | 165.72% |
Moneyness | out-of-the-money |
Leverage | 6.6345 |
Delta | 0.0587 |
Gamma | 0.0025 |
Theta | -0.0012 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 24.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 92.78 |
Compagnie Financi... | 149.55 |
UBS | 28.40 |
KUEHNE & NAGEL | 270.40 |
GEBERIT N | 560.80 |
Name | Price |
---|---|
Partners Group Ho... | 1'185.50 |
Swiss Re | 112.20 |
NOVARTIS N | 94.38 |
SWISSCOM N | 506.50 |
Nestlé SA | 97.88 |