Last price paid | 0.025 | |
Change | -28.57% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -93.42% |
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 | 0.08% |
Premium p.a. | 2.82% |
Leverage | 20.57 |
Implied volatility | 0.51 |
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 | 8.49% |
Premium p.a. | 281.76% |
Leverage | 121.30 |
Implied volatility | 50.54% |
Moneyness | out-of-the-money |
Leverage | 20.5736 |
Delta | -0.1696 |
Gamma | 0.0024 |
Theta | -0.0030 |
Rho | -0.0002 |
Vega | 0.0013 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 55.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |