Last price paid | 0.06 | |
Change | -33.33% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -53.33% |
Year to date (YTD) | n.a. |
1 month | -53.85% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.15 |
Underlying price on issue | 13.38 |
Premium | 0.28% |
Premium p.a. | 0.45% |
Leverage | 5.81 |
Implied volatility | 0.39 |
ISIN | CH1305147527 |
Symbol | TMV0XZ |
Security | 130514752 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 15.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 20.03.2024 |
Premium | 27.96% |
Premium p.a. | 44.75% |
Leverage | 17.37 |
Implied volatility | 38.51% |
Moneyness | out-of-the-money |
Leverage | 5.8092 |
Delta | 0.3344 |
Gamma | 0.0098 |
Theta | -0.0003 |
Rho | 0.0021 |
Vega | 0.0035 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 15.71 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.90 |
LOGITECH INT. | 87.70 |
SONOVA HLDG N | 295.70 |
Swiss Life Hldg | 622.80 |
Givaudan | 4'216.00 |
Name | Price |
---|---|
Nestlé SA | 93.44 |
SWISSCOM N | 494.00 |
KUEHNE & NAGEL | 244.20 |
Partners Group Ho... | 1'258.00 |
NOVARTIS N | 92.95 |