Last price paid | 0.58 | |
Change | +1.75% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 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 | +6.48% |
Year to date (YTD) | +241.18% |
1 month | +123.08% |
3 months | -15.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.54 |
Underlying price on issue | 68.72 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 4.46 |
Implied volatility | 0.39 |
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 | 0.35% |
Premium p.a. | 3.07% |
Leverage | 4.93 |
Implied volatility | 38.55% |
Moneyness | in-the-money |
Leverage | 4.4622 |
Delta | -0.9050 |
Gamma | 0.0011 |
Theta | -0.0006 |
Rho | -0.0036 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 56.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |