Last price paid | 0.21 | |
Change | +5.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | -2.27% |
Year to date (YTD) | n.a. |
1 month | +16.67% |
3 months | +50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 13.26 |
Premium | 0.06% |
Premium p.a. | 0.11% |
Leverage | 2.89 |
Implied volatility | 0.42 |
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 | 6.46% |
Premium p.a. | 11.07% |
Leverage | 5.19 |
Implied volatility | 42.30% |
Moneyness | in-the-money |
Leverage | 2.8895 |
Delta | -0.5564 |
Gamma | 0.0109 |
Theta | -0.0002 |
Rho | -0.0049 |
Vega | 0.0034 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 10.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |