Last price paid | 0.19 | |
Change | -24.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 09.04.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +8.82% |
Year to date (YTD) | n.a. |
1 month | +5.56% |
3 months | -44.12% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 142.10 |
Premium | 0.17% |
Premium p.a. | 0.52% |
Leverage | 7.35 |
Implied volatility | 0.39 |
ISIN | CH1305149754 |
Symbol | TSMIPZ |
Security | 130514975 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Taiwan Semi Sp ADR, US8740391003 |
Underlying ISIN | US8740391003 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 02.04.2024 |
Premium | 17.31% |
Premium p.a. | 51.78% |
Leverage | 20.26 |
Implied volatility | 38.82% |
Moneyness | out-of-the-money |
Leverage | 7.3471 |
Delta | 0.3626 |
Gamma | 0.0003 |
Theta | -0.0014 |
Rho | 0.0039 |
Vega | 0.0081 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 208.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |