Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -92.31% |
Year to date (YTD) | n.a. |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 14.28 |
Premium | 0.40% |
Premium p.a. | 20.99% |
Leverage | 9.98 |
Implied volatility | 1.69 |
ISIN | CH1305137601 |
Symbol | TMVY7Z |
Security | 130513760 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 16.02.2024 |
Premium | 40.25% |
Premium p.a. | 2098.73% |
Leverage | 102.68 |
Implied volatility | 168.75% |
Moneyness | out-of-the-money |
Leverage | 9.9830 |
Delta | 0.0972 |
Gamma | 0.0072 |
Theta | -0.0028 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'191.50 |
Givaudan | 4'295.00 |
ABB Ltd | 48.59 |
SONOVA HLDG N | 268.50 |
Lonza Group | 582.80 |
Name | Price |
---|---|
Swiss Re | 108.40 |
UBS | 26.58 |
NOVARTIS N | 98.21 |
ZURICH INSURANCE | 483.00 |
KUEHNE & NAGEL | 272.10 |