Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -93.48% |
Year to date (YTD) | -50.00% |
1 month | -90.00% |
3 months | -65.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 185.92 |
Premium | 0.15% |
Premium p.a. | 2.00% |
Leverage | 12.94 |
Implied volatility | 0.53 |
ISIN | CH1250737587 |
Symbol | TSL7JZ |
Security | 125073758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 150.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.05.2023 |
Premium | 15.36% |
Premium p.a. | 200.17% |
Leverage | 105.51 |
Implied volatility | 52.99% |
Moneyness | out-of-the-money |
Leverage | 12.9440 |
Delta | -0.1227 |
Gamma | 0.0002 |
Theta | -0.0016 |
Rho | -0.0003 |
Vega | 0.0018 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 148.34 |
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 |