Last price paid | 0.005 | |
Change | -66.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 15'000.00 Unit | |
Date/time | 19.06.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -98.63% |
Year to date (YTD) | -99.45% |
1 month | -85.71% |
3 months | -95.00% |
1 year | -99.67% |
3 years | n.a. |
Issue price | 0.73 |
Underlying price on issue | 185.92 |
Premium | 0.21% |
Premium p.a. | 11.20% |
Leverage | 20.25 |
Implied volatility | 0.86 |
ISIN | CH1250737538 |
Symbol | TSL6VZ |
Security | 125073753 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.05.2023 |
Premium | 21.47% |
Premium p.a. | 1119.72% |
Leverage | 324.04 |
Implied volatility | 86.40% |
Moneyness | out-of-the-money |
Leverage | 20.2461 |
Delta | 0.0625 |
Gamma | 0.0001 |
Theta | -0.0032 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 220.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.10 |
KUEHNE & NAGEL | 259.20 |
SONOVA HLDG N | 272.80 |
Lonza Group | 485.10 |
Givaudan | 4'351.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.90 |
ROCHE GS | 249.60 |
SWISSCOM N | 499.60 |
Swiss Re | 111.15 |
UBS | 26.24 |