Last price paid | 1.20 | |
Change | +2.56% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.07.2024 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 | +201.25% |
Year to date (YTD) | n.a. |
1 month | +4.35% |
3 months | -13.67% |
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 | 2.24 |
Implied volatility | 0.60 |
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 | 0.83% |
Premium p.a. | 5.12% |
Leverage | 2.51 |
Implied volatility | 59.52% |
Moneyness | in-the-money |
Leverage | 2.2416 |
Delta | -0.8944 |
Gamma | 0.0006 |
Theta | -0.0010 |
Rho | -0.0063 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 59.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 269.10 |
GEBERIT N | 559.60 |
Swiss Re | 109.05 |
ZURICH INSURANCE | 484.30 |
Holcim | 82.04 |
Name | Price |
---|---|
SONOVA HLDG N | 266.50 |
Alcon AG | 82.92 |
UBS | 26.70 |
ROCHE GS | 285.50 |
Partners Group Ho... | 1'171.50 |