Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 12.57 |
Premium | 0.09% |
Premium p.a. | 1.01% |
Leverage | 14.87 |
Implied volatility | 0.38 |
ISIN | CH1338495828 |
Symbol | TMVSCZ |
Security | 133849582 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | TeamViewer I, DE000A2YN900 |
Underlying ISIN | DE000A2YN900 |
Strike | 13.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 24.04.2024 |
Premium | 8.85% |
Premium p.a. | 100.90% |
Leverage | 48.32 |
Implied volatility | 37.61% |
Moneyness | out-of-the-money |
Leverage | 14.8671 |
Delta | 0.3077 |
Gamma | 0.0261 |
Theta | -0.0008 |
Rho | 0.0003 |
Vega | 0.0013 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 13.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 248.70 |
ABB Ltd | 49.62 |
UBS | 28.30 |
Compagnie Financi... | 144.00 |
Alcon AG | 82.28 |
Name | Price |
---|---|
SONOVA HLDG N | 290.60 |
Partners Group Ho... | 1'226.00 |
GEBERIT N | 566.00 |
LOGITECH INT. | 87.90 |
Lonza Group | 512.80 |