Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.00% |
Year to date (YTD) | -96.43% |
1 month | -33.33% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 185.92 |
Premium | 0.47% |
Premium p.a. | 4.05% |
Leverage | 11.73 |
Implied volatility | 0.64 |
ISIN | CH1250737595 |
Symbol | TSLS1Z |
Security | 125073759 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 260.00 |
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 | 46.64% |
Premium p.a. | 405.31% |
Leverage | 215.34 |
Implied volatility | 64.30% |
Moneyness | out-of-the-money |
Leverage | 11.7320 |
Delta | 0.0545 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | 0.0002 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 260.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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