Last price paid | 0.53 | |
Change | +1.92% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 04.06.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | +44.87% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 160.22 |
Premium | 0.16% |
Premium p.a. | 0.27% |
Leverage | 3.99 |
Implied volatility | 0.46 |
ISIN | CH1338507846 |
Symbol | TSMVNZ |
Security | 133850784 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Taiwan Semi Sp ADR, US8740391003 |
Underlying ISIN | US8740391003 |
Strike | 175.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 28.05.2024 |
Premium | 15.97% |
Premium p.a. | 27.11% |
Leverage | 6.86 |
Implied volatility | 46.25% |
Moneyness | out-of-the-money |
Leverage | 3.9903 |
Delta | 0.5818 |
Gamma | 0.0002 |
Theta | -0.0014 |
Rho | 0.0099 |
Vega | 0.0115 |
Fair value | 0.57 |
Intrinsic value | n.a. |
Break-even | 200.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.60 |
KUEHNE & NAGEL | 261.00 |
Sika AG | 259.40 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.17 |
Name | Price |
---|---|
Compagnie Financi... | 142.50 |
SWISSCOM N | 501.00 |
ROCHE GS | 251.20 |
ZURICH INSURANCE | 481.40 |
UBS | 26.30 |