Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 26.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -61.84% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 63.58 |
Premium | 0.43% |
Premium p.a. | 0.52% |
Leverage | 5.25 |
Implied volatility | 0.41 |
ISIN | CH1305145950 |
Symbol | TEMDTZ |
Security | 130514595 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 42.93% |
Premium p.a. | 52.06% |
Leverage | 20.00 |
Implied volatility | 41.29% |
Moneyness | out-of-the-money |
Leverage | 5.2538 |
Delta | 0.2627 |
Gamma | 0.0007 |
Theta | -0.0006 |
Rho | 0.0051 |
Vega | 0.0086 |
Fair value | 0.15 |
Intrinsic value | n.a. |
Break-even | 82.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |