Last price paid | 0.39 | |
Change | +8.33% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 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 | -33.62% |
Year to date (YTD) | n.a. |
1 month | -2.50% |
3 months | -4.88% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.58 |
Underlying price on issue | 63.58 |
Premium | 0.11% |
Premium p.a. | 0.21% |
Leverage | 3.51 |
Implied volatility | 0.43 |
ISIN | CH1305146008 |
Symbol | TEMH3Z |
Security | 130514600 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.03.2025 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 60.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.03.2024 |
Premium | 10.75% |
Premium p.a. | 21.21% |
Leverage | 7.61 |
Implied volatility | 43.00% |
Moneyness | in-the-money |
Leverage | 3.5088 |
Delta | -0.4610 |
Gamma | 0.0011 |
Theta | -0.0009 |
Rho | -0.0088 |
Vega | 0.0083 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 52.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 118.75 |
SONOVA HLDG N | 292.70 |
Swiss Re | 117.30 |
Nestlé SA | 84.00 |
KUEHNE & NAGEL | 233.90 |
Name | Price |
---|---|
NOVARTIS N | 98.50 |
Lonza Group | 534.00 |
Holcim | 83.00 |
LOGITECH INT. | 72.70 |
Alcon AG | 83.28 |