Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.15% |
Year to date (YTD) | -95.31% |
1 month | -72.73% |
3 months | -97.79% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 65.25 |
Premium | 0.40% |
Premium p.a. | 3.36% |
Leverage | 13.79 |
Implied volatility | 0.55 |
ISIN | CH1268392896 |
Symbol | TEM06Z |
Security | 126839289 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TEMENOS N, CH0012453913 |
Underlying ISIN | CH0012453913 |
Strike | 80.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 21.09.2023 |
Premium | 39.60% |
Premium p.a. | 336.14% |
Leverage | 287.25 |
Implied volatility | 54.56% |
Moneyness | out-of-the-money |
Leverage | 13.7863 |
Delta | 0.0480 |
Gamma | 0.0005 |
Theta | -0.0006 |
Rho | 0.0002 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 80.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.00 |
Swiss Re | 107.15 |
ZURICH INSURANCE | 462.00 |
Swiss Life Hldg | 659.60 |
Alcon AG | 81.22 |
Name | Price |
---|---|
UBS | 27.37 |
ABB Ltd | 47.79 |
Compagnie Financi... | 135.60 |
Lonza Group | 528.80 |
NOVARTIS N | 92.91 |