Last price paid | 0.34 | |
Change | +6.25% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
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 | +23.21% |
Year to date (YTD) | n.a. |
1 month | +126.67% |
3 months | +126.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 347.80 |
Premium | 0.00% |
Premium p.a. | 0.12% |
Leverage | 8.15 |
Implied volatility | 0.53 |
ISIN | CH1305141025 |
Symbol | TECX8Z |
Security | 130514102 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tecan Grp N, CH0012100191 |
Underlying ISIN | CH0012100191 |
Strike | 340.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 29.02.2024 |
Premium | 0.23% |
Premium p.a. | 11.92% |
Leverage | 8.88 |
Implied volatility | 52.52% |
Moneyness | in-the-money |
Leverage | 8.1525 |
Delta | -0.9185 |
Gamma | 0.0001 |
Theta | -0.0022 |
Rho | -0.0006 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 305.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.00 |
Sika AG | 258.90 |
Lonza Group | 485.40 |
SONOVA HLDG N | 272.10 |
NOVARTIS N | 96.06 |
Name | Price |
---|---|
Compagnie Financi... | 141.60 |
ROCHE GS | 250.00 |
UBS | 26.18 |
Partners Group Ho... | 1'138.00 |
Swiss Re | 111.15 |