Last price paid | 0.20 | |
Change | -4.76% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -15.91% |
Year to date (YTD) | n.a. |
1 month | +5.26% |
3 months | +25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 13.26 |
Premium | 0.09% |
Premium p.a. | 0.14% |
Leverage | 3.14 |
Implied volatility | 0.41 |
ISIN | CH1305129293 |
Symbol | TMV13Z |
Security | 130512929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 13.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | 8.89% |
Premium p.a. | 14.23% |
Leverage | 6.53 |
Implied volatility | 41.47% |
Moneyness | in-the-money |
Leverage | 3.1428 |
Delta | -0.4813 |
Gamma | 0.0101 |
Theta | -0.0003 |
Rho | -0.0048 |
Vega | 0.0038 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 11.13 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.00 |
ABB Ltd | 48.85 |
LOGITECH INT. | 87.64 |
Givaudan | 4'232.00 |
Swiss Life Hldg | 624.00 |
Name | Price |
---|---|
Nestlé SA | 93.16 |
KUEHNE & NAGEL | 243.30 |
SWISSCOM N | 493.20 |
NOVARTIS N | 92.69 |
Partners Group Ho... | 1'257.00 |