Last price paid | 0.40 | |
Change | +11.11% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 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 | +138.24% |
Year to date (YTD) | n.a. |
1 month | +110.53% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 142.10 |
Premium | 0.24% |
Premium p.a. | 0.40% |
Leverage | 4.43 |
Implied volatility | 0.46 |
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 | 24.24% |
Premium p.a. | 39.50% |
Leverage | 9.66 |
Implied volatility | 46.31% |
Moneyness | out-of-the-money |
Leverage | 4.4288 |
Delta | 0.4583 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0085 |
Vega | 0.0121 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 218.17 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |