Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -52.08% |
Year to date (YTD) | n.a. |
1 month | -72.09% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 58.88 |
Premium | 0.37% |
Premium p.a. | 0.58% |
Leverage | 6.06 |
Implied volatility | 0.40 |
ISIN | CH1305137502 |
Symbol | TEM85Z |
Security | 130513750 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 16.02.2024 |
Premium | 37.37% |
Premium p.a. | 58.04% |
Leverage | 24.78 |
Implied volatility | 40.44% |
Moneyness | out-of-the-money |
Leverage | 6.0579 |
Delta | 0.2444 |
Gamma | 0.0008 |
Theta | -0.0006 |
Rho | 0.0037 |
Vega | 0.0072 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 78.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |