Last price paid | 0.25 | |
Change | -3.85% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -31.94% |
Year to date (YTD) | n.a. |
1 month | -24.24% |
3 months | -24.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 65.65 |
Premium | 0.18% |
Premium p.a. | 0.32% |
Leverage | 3.91 |
Implied volatility | 0.45 |
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 | 17.51% |
Premium p.a. | 31.96% |
Leverage | 12.64 |
Implied volatility | 44.59% |
Moneyness | out-of-the-money |
Leverage | 3.9146 |
Delta | -0.3096 |
Gamma | 0.0009 |
Theta | -0.0009 |
Rho | -0.0066 |
Vega | 0.0081 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 51.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |