Last price paid | 1.02 | |
Change | -0.97% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +99.02% |
Year to date (YTD) | +148.78% |
1 month | -3.77% |
3 months | +25.93% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 76.44 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 2.05 |
Implied volatility | 0.45 |
ISIN | CH1281049929 |
Symbol | TEMNWZ |
Security | 128104992 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 76.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 3.97% |
Premium p.a. | 6.58% |
Leverage | 2.86 |
Implied volatility | 45.04% |
Moneyness | in-the-money |
Leverage | 2.0453 |
Delta | -0.7159 |
Gamma | 0.0008 |
Theta | -0.0006 |
Rho | -0.0186 |
Vega | 0.0076 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 55.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |