Last price paid | 0.06 | |
Change | +9.09% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 18.07.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -74.00% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 193.05 |
Premium | 0.57% |
Premium p.a. | 1.19% |
Leverage | 7.00 |
Implied volatility | 0.47 |
ISIN | CH1338517589 |
Symbol | TSMGAZ |
Security | 133851758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Taiwan Semi Sp ADR, US8740391003 |
Underlying ISIN | US8740391003 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 11.07.2024 |
Premium | 56.64% |
Premium p.a. | 119.50% |
Leverage | 53.76 |
Implied volatility | 47.28% |
Moneyness | out-of-the-money |
Leverage | 7.0039 |
Delta | 0.1303 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | 0.0018 |
Vega | 0.0051 |
Fair value | 0.07 |
Intrinsic value | n.a. |
Break-even | 253.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 24.72 |
NOVARTIS N | 96.74 |
Holcim | 76.18 |
Sika AG | 248.40 |
Partners Group Ho... | 1'115.50 |
Name | Price |
---|---|
SWISSCOM N | 521.50 |
Givaudan | 4'140.00 |
Nestlé SA | 89.28 |
GEBERIT N | 526.80 |
Compagnie Financi... | 125.35 |