Last price paid | 0.47 | |
Change | +4.44% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -8.65% |
Year to date (YTD) | n.a. |
1 month | +51.61% |
3 months | -6.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 58.88 |
Premium | 0.09% |
Premium p.a. | 0.17% |
Leverage | 4.42 |
Implied volatility | 0.40 |
ISIN | CH1305137528 |
Symbol | TEM2OZ |
Security | 130513752 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 8.51% |
Premium p.a. | 16.79% |
Leverage | 6.74 |
Implied volatility | 40.11% |
Moneyness | in-the-money |
Leverage | 4.4154 |
Delta | 0.6549 |
Gamma | 0.0010 |
Theta | -0.0010 |
Rho | 0.0082 |
Vega | 0.0084 |
Fair value | 0.27 |
Intrinsic value | n.a. |
Break-even | 69.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |