Last price paid | 0.18 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 02.07.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -35.19% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 61.55 |
Premium | 0.35% |
Premium p.a. | 0.35% |
Leverage | 5.19 |
Implied volatility | 0.36 |
ISIN | CH1338513448 |
Symbol | TEMYYZ |
Security | 133851344 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 25.06.2024 |
Premium | 34.89% |
Premium p.a. | 34.99% |
Leverage | 17.69 |
Implied volatility | 36.44% |
Moneyness | out-of-the-money |
Leverage | 5.1867 |
Delta | 0.2933 |
Gamma | 0.0008 |
Theta | -0.0005 |
Rho | 0.0068 |
Vega | 0.0105 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 83.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |