Last price paid | 0.085 | |
Change | -22.73% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -80.49% |
Year to date (YTD) | n.a. |
1 month | +21.43% |
3 months | -82.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 58.88 |
Premium | 0.03% |
Premium p.a. | 0.72% |
Leverage | 17.97 |
Implied volatility | 0.34 |
ISIN | CH1305137452 |
Symbol | TEM74Z |
Security | 130513745 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 60.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.02.2024 |
Premium | 3.36% |
Premium p.a. | 72.05% |
Leverage | 37.25 |
Implied volatility | 34.48% |
Moneyness | out-of-the-money |
Leverage | 17.9749 |
Delta | 0.4825 |
Gamma | 0.0045 |
Theta | -0.0027 |
Rho | 0.0006 |
Vega | 0.0026 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 61.60 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |