Last price paid | 0.15 | |
Change | +25.00% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -66.28% |
Year to date (YTD) | n.a. |
1 month | +66.67% |
3 months | -58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 65.65 |
Premium | 0.18% |
Premium p.a. | 0.61% |
Leverage | 7.17 |
Implied volatility | 0.43 |
ISIN | CH1305141140 |
Symbol | TEM5FZ |
Security | 130514114 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 68.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 29.02.2024 |
Premium | 18.17% |
Premium p.a. | 61.40% |
Leverage | 20.69 |
Implied volatility | 43.30% |
Moneyness | out-of-the-money |
Leverage | 7.1673 |
Delta | 0.3464 |
Gamma | 0.0013 |
Theta | -0.0012 |
Rho | 0.0026 |
Vega | 0.0060 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 70.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.30 |
Partners Group Ho... | 1'165.50 |
SONOVA HLDG N | 287.90 |
Holcim | 80.30 |
Givaudan | 4'353.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.20 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.90 |
UBS | 27.76 |
Nestlé SA | 94.74 |