Last price paid | 1.04 | |
Change | +0.97% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +104.90% |
Year to date (YTD) | +153.66% |
1 month | +50.72% |
3 months | -1.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.51 |
Underlying price on issue | 76.44 |
Premium | 0.03% |
Premium p.a. | 0.04% |
Leverage | 2.04 |
Implied volatility | 0.42 |
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 | 2.82% |
Premium p.a. | 4.40% |
Leverage | 2.71 |
Implied volatility | 41.63% |
Moneyness | in-the-money |
Leverage | 2.0404 |
Delta | -0.7521 |
Gamma | 0.0008 |
Theta | -0.0005 |
Rho | -0.0204 |
Vega | 0.0072 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 55.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |