Last price paid | 0.41 | |
Change | +2.50% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | -22.12% |
Year to date (YTD) | n.a. |
1 month | +32.26% |
3 months | -26.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 58.88 |
Premium | 0.11% |
Premium p.a. | 0.20% |
Leverage | 4.56 |
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 | 10.82% |
Premium p.a. | 19.85% |
Leverage | 7.59 |
Implied volatility | 39.87% |
Moneyness | in-the-money |
Leverage | 4.5633 |
Delta | 0.6015 |
Gamma | 0.0011 |
Theta | -0.0009 |
Rho | 0.0079 |
Vega | 0.0088 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 68.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 252.80 |
Swiss Life Hldg | 653.80 |
SWISSCOM N | 500.00 |
Givaudan | 4'314.00 |
NOVARTIS N | 93.99 |
Name | Price |
---|---|
Holcim | 78.70 |
UBS | 27.03 |
ABB Ltd | 49.79 |
Partners Group Ho... | 1'154.00 |
Sika AG | 255.40 |