Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.06.2024 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 | -97.54% |
Year to date (YTD) | -97.92% |
1 month | -57.14% |
3 months | -83.33% |
1 year | -98.28% |
3 years | n.a. |
Issue price | 0.61 |
Underlying price on issue | 185.92 |
Premium | 0.31% |
Premium p.a. | 7.53% |
Leverage | 14.62 |
Implied volatility | 0.82 |
ISIN | CH1250737553 |
Symbol | TSLBJZ |
Security | 125073755 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 240.00 |
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 | 30.95% |
Premium p.a. | 753.11% |
Leverage | 219.12 |
Implied volatility | 82.13% |
Moneyness | out-of-the-money |
Leverage | 14.6153 |
Delta | 0.0667 |
Gamma | 0.0001 |
Theta | -0.0023 |
Rho | 0.0001 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 240.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |