Last price paid | 0.13 | |
Change | -7.14% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -67.11% |
Year to date (YTD) | n.a. |
1 month | -27.78% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.38 |
Underlying price on issue | 58.88 |
Premium | 0.06% |
Premium p.a. | 0.54% |
Leverage | 9.45 |
Implied volatility | 0.40 |
ISIN | CH1305137510 |
Symbol | TEM0FZ |
Security | 130513751 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 56.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.02.2024 |
Premium | 6.22% |
Premium p.a. | 54.08% |
Leverage | 22.82 |
Implied volatility | 39.77% |
Moneyness | out-of-the-money |
Leverage | 9.4492 |
Delta | -0.4141 |
Gamma | 0.0025 |
Theta | -0.0017 |
Rho | -0.0015 |
Vega | 0.0038 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 53.50 |
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 |