Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -87.50% |
Year to date (YTD) | n.a. |
1 month | -76.92% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 12.57 |
Premium | 0.22% |
Premium p.a. | 11.30% |
Leverage | 13.57 |
Implied volatility | 1.13 |
ISIN | CH1338495828 |
Symbol | TMVSCZ |
Security | 133849582 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 13.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 24.04.2024 |
Premium | 21.68% |
Premium p.a. | 1130.43% |
Leverage | 102.68 |
Implied volatility | 113.27% |
Moneyness | out-of-the-money |
Leverage | 13.5709 |
Delta | 0.1322 |
Gamma | 0.0133 |
Theta | -0.0024 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 13.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.10 |
Sika AG | 258.70 |
Lonza Group | 485.10 |
NOVARTIS N | 96.09 |
Givaudan | 4'350.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.85 |
ROCHE GS | 249.90 |
Partners Group Ho... | 1'138.00 |
Swiss Re | 111.20 |
UBS | 26.22 |