Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -97.37% |
Year to date (YTD) | n.a. |
1 month | -88.46% |
3 months | -91.18% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 58.88 |
Premium | 0.09% |
Premium p.a. | 4.87% |
Leverage | 28.58 |
Implied volatility | 0.53 |
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 | 9.34% |
Premium p.a. | 487.12% |
Leverage | 307.75 |
Implied volatility | 53.02% |
Moneyness | out-of-the-money |
Leverage | 28.5849 |
Delta | -0.0929 |
Gamma | 0.0018 |
Theta | -0.0026 |
Rho | -0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 55.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.10 |
KUEHNE & NAGEL | 260.20 |
Lonza Group | 487.80 |
SONOVA HLDG N | 273.60 |
NOVARTIS N | 95.85 |
Name | Price |
---|---|
ROCHE GS | 249.70 |
LOGITECH INT. | 85.56 |
Compagnie Financi... | 142.55 |
Swiss Re | 111.10 |
ZURICH INSURANCE | 480.20 |