Last price paid | 0.005 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 3'000.00 Unit | |
Date/time | 11.09.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 28.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -96.77% |
Year to date (YTD) | -98.72% |
1 month | n.a. |
3 months | -87.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 65.25 |
Premium | 0.36% |
Premium p.a. | 18.92% |
Leverage | 14.53 |
Implied volatility | 1.27 |
ISIN | CH1268392623 |
Symbol | TEMOJZ |
Security | 126839262 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.09.2023 |
Premium | 36.28% |
Premium p.a. | 1891.67% |
Leverage | 294.25 |
Implied volatility | 127.33% |
Moneyness | out-of-the-money |
Leverage | 14.5273 |
Delta | 0.0494 |
Gamma | 0.0005 |
Theta | -0.0035 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 80.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.80 |
Compagnie Financi... | 132.50 |
Sika AG | 281.60 |
ROCHE GS | 272.80 |
Partners Group Ho... | 1'266.00 |
Name | Price |
---|---|
ABB Ltd | 49.64 |
Holcim | 84.08 |
Lonza Group | 535.80 |
LOGITECH INT. | 74.42 |
Givaudan | 4'606.00 |