Last price paid | 0.075 | |
Change | -6.25% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.08.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 02.07.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -36.36% |
Year to date (YTD) | n.a. |
1 month | -42.31% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 11.11 |
Premium | 0.17% |
Premium p.a. | 0.48% |
Leverage | 4.74 |
Implied volatility | 0.49 |
ISIN | CH1338511376 |
Symbol | TMVVIZ |
Security | 133851137 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 11.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 25.06.2024 |
Premium | 16.65% |
Premium p.a. | 47.85% |
Leverage | 16.85 |
Implied volatility | 49.18% |
Moneyness | out-of-the-money |
Leverage | 4.7406 |
Delta | -0.2813 |
Gamma | 0.0210 |
Theta | -0.0004 |
Rho | -0.0016 |
Vega | 0.0023 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 10.27 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 133.10 |
Partners Group Ho... | 1'186.00 |
Swiss Re | 108.30 |
Sika AG | 256.50 |
LOGITECH INT. | 77.62 |
Name | Price |
---|---|
GEBERIT N | 518.60 |
UBS | 26.18 |
SWISSCOM N | 528.50 |
Nestlé SA | 89.28 |
Lonza Group | 551.40 |