Last price paid | 0.52 | |
Change | -10.34% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -4.63% |
Year to date (YTD) | +205.88% |
1 month | +52.94% |
3 months | +4.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 68.72 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 4.66 |
Implied volatility | 0.48 |
ISIN | CH1268385270 |
Symbol | TEMW5Z |
Security | 126838527 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 68.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 23.08.2023 |
Premium | 1.20% |
Premium p.a. | 12.15% |
Leverage | 5.67 |
Implied volatility | 48.15% |
Moneyness | in-the-money |
Leverage | 4.6575 |
Delta | -0.8215 |
Gamma | 0.0015 |
Theta | -0.0015 |
Rho | -0.0029 |
Vega | 0.0024 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 57.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |