Last price paid | 0.37 | |
Change | -11.90% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -28.70% |
Year to date (YTD) | +117.65% |
1 month | -36.21% |
3 months | -2.63% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 68.72 |
Premium | 0.00% |
Premium p.a. | 0.12% |
Leverage | 7.10 |
Implied volatility | 0.52 |
ISIN | CH1268385270 |
Symbol | TEMW5Z |
Security | 126838527 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 23.08.2023 |
Premium | 0.33% |
Premium p.a. | 12.07% |
Leverage | 7.86 |
Implied volatility | 52.17% |
Moneyness | in-the-money |
Leverage | 7.1005 |
Delta | -0.9037 |
Gamma | 0.0016 |
Theta | -0.0020 |
Rho | -0.0009 |
Vega | 0.0009 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 60.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 646.60 |
Lonza Group | 478.60 |
Swiss Re | 111.45 |
Partners Group Ho... | 1'156.50 |
ABB Ltd | 50.78 |
Name | Price |
---|---|
Compagnie Financi... | 141.40 |
SONOVA HLDG N | 270.70 |
Nestlé SA | 94.80 |
NOVARTIS N | 93.28 |
Alcon AG | 78.50 |