Last price paid | 0.22 | |
Change | +4.76% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 12.01.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -2.27% |
Year to date (YTD) | n.a. |
1 month | +37.50% |
3 months | +46.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 13.26 |
Premium | 0.07% |
Premium p.a. | 0.11% |
Leverage | 2.84 |
Implied volatility | 0.42 |
ISIN | CH1305129293 |
Symbol | TMV13Z |
Security | 130512929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 13.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 05.01.2024 |
Premium | 7.10% |
Premium p.a. | 10.89% |
Leverage | 5.30 |
Implied volatility | 41.52% |
Moneyness | in-the-money |
Leverage | 2.8381 |
Delta | -0.5359 |
Gamma | 0.0104 |
Theta | -0.0002 |
Rho | -0.0054 |
Vega | 0.0037 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 10.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
Lonza Group | 516.40 |
SONOVA HLDG N | 267.70 |
Holcim | 78.26 |