Last price paid | 1.17 | |
Change | +0.86% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +193.75% |
Year to date (YTD) | n.a. |
1 month | -13.33% |
3 months | +11.43% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 85.79 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 2.19 |
Implied volatility | 0.55 |
ISIN | CH1305132180 |
Symbol | TEM21Z |
Security | 130513218 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 84.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 22.01.2024 |
Premium | 1.63% |
Premium p.a. | 6.45% |
Leverage | 2.62 |
Implied volatility | 54.92% |
Moneyness | in-the-money |
Leverage | 2.1888 |
Delta | -0.8364 |
Gamma | 0.0007 |
Theta | -0.0010 |
Rho | -0.0094 |
Vega | 0.0038 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 60.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.36 |
Swiss Life Hldg | 658.40 |
SONOVA HLDG N | 275.90 |
ROCHE GS | 250.40 |
UBS | 26.37 |
Name | Price |
---|---|
KUEHNE & NAGEL | 257.00 |
Nestlé SA | 92.14 |
GEBERIT N | 537.20 |
SWISSCOM N | 499.80 |
NOVARTIS N | 95.45 |