Last price paid | 0.35 | |
Change | -14.63% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -4.17% |
Year to date (YTD) | n.a. |
1 month | +40.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 65.65 |
Premium | 0.02% |
Premium p.a. | 0.21% |
Leverage | 6.11 |
Implied volatility | 0.44 |
ISIN | CH1305141181 |
Symbol | TEM1HZ |
Security | 130514118 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 64.00 |
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 | 2.06% |
Premium p.a. | 20.87% |
Leverage | 8.45 |
Implied volatility | 44.22% |
Moneyness | in-the-money |
Leverage | 6.1083 |
Delta | -0.7229 |
Gamma | 0.0021 |
Theta | -0.0018 |
Rho | -0.0024 |
Vega | 0.0031 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 57.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.50 |
LOGITECH INT. | 87.88 |
ABB Ltd | 48.93 |
Givaudan | 4'236.00 |
Swiss Life Hldg | 624.60 |
Name | Price |
---|---|
Nestlé SA | 93.34 |
KUEHNE & NAGEL | 243.50 |
SWISSCOM N | 493.80 |
NOVARTIS N | 92.64 |
Partners Group Ho... | 1'255.50 |