Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 18.06.2024 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 | -96.05% |
Year to date (YTD) | n.a. |
1 month | -88.10% |
3 months | -82.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 58.88 |
Premium | 0.09% |
Premium p.a. | 3.20% |
Leverage | 25.30 |
Implied volatility | 0.47 |
ISIN | CH1305137510 |
Symbol | TEM0FZ |
Security | 130513751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 56.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.02.2024 |
Premium | 8.76% |
Premium p.a. | 319.86% |
Leverage | 203.50 |
Implied volatility | 46.86% |
Moneyness | out-of-the-money |
Leverage | 25.3036 |
Delta | -0.1243 |
Gamma | 0.0022 |
Theta | -0.0024 |
Rho | -0.0001 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 55.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Life Hldg | 648.00 |
ABB Ltd | 51.14 |
Partners Group Ho... | 1'160.00 |
KUEHNE & NAGEL | 259.20 |
Lonza Group | 477.10 |
Name | Price |
---|---|
Compagnie Financi... | 141.05 |
NOVARTIS N | 93.04 |
SONOVA HLDG N | 270.90 |
Nestlé SA | 94.84 |
Alcon AG | 78.56 |