Last price paid | 0.05 | |
Change | -23.08% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
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 | -94.89% |
Year to date (YTD) | -96.21% |
1 month | -41.18% |
3 months | -88.64% |
1 year | -94.05% |
3 years | n.a. |
Issue price | 0.88 |
Underlying price on issue | 185.92 |
Premium | 0.16% |
Premium p.a. | 2.03% |
Leverage | 13.86 |
Implied volatility | 0.50 |
ISIN | CH1250737611 |
Symbol | TSL7FZ |
Security | 125073761 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 200.00 |
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 | 15.54% |
Premium p.a. | 202.63% |
Leverage | 70.34 |
Implied volatility | 50.03% |
Moneyness | out-of-the-money |
Leverage | 13.8555 |
Delta | 0.1970 |
Gamma | 0.0003 |
Theta | -0.0023 |
Rho | 0.0004 |
Vega | 0.0024 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 202.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |