Last price paid | 0.20 | |
Change | +11.11% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -43.06% |
Year to date (YTD) | n.a. |
1 month | -9.09% |
3 months | -20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 65.65 |
Premium | 0.11% |
Premium p.a. | 0.36% |
Leverage | 5.46 |
Implied volatility | 0.42 |
ISIN | CH1305141199 |
Symbol | TEM3NZ |
Security | 130514119 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
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 | 29.02.2024 |
Premium | 10.67% |
Premium p.a. | 36.06% |
Leverage | 14.17 |
Implied volatility | 41.92% |
Moneyness | out-of-the-money |
Leverage | 5.4633 |
Delta | -0.3855 |
Gamma | 0.0014 |
Theta | -0.0011 |
Rho | -0.0039 |
Vega | 0.0060 |
Fair value | 0.21 |
Intrinsic value | n.a. |
Break-even | 51.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 547.50 |
Givaudan | 4'506.00 |
ROCHE GS | 269.20 |
NOVARTIS N | 99.03 |
Swiss Re | 116.30 |
Name | Price |
---|---|
KUEHNE & NAGEL | 231.80 |
Nestlé SA | 82.04 |
Compagnie Financi... | 114.55 |
Sika AG | 268.90 |
Lonza Group | 531.20 |