Last price paid | 1.04 | |
Change | -3.70% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 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 | +158.75% |
Year to date (YTD) | n.a. |
1 month | -24.64% |
3 months | -14.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 85.79 |
Premium | 0.01% |
Premium p.a. | 0.05% |
Leverage | 2.65 |
Implied volatility | 0.47 |
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 | 1.09% |
Premium p.a. | 4.75% |
Leverage | 3.09 |
Implied volatility | 47.32% |
Moneyness | in-the-money |
Leverage | 2.6522 |
Delta | -0.8578 |
Gamma | 0.0008 |
Theta | -0.0008 |
Rho | -0.0087 |
Vega | 0.0035 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 63.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |