Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.08.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -95.19% |
Year to date (YTD) | -91.67% |
1 month | -16.67% |
3 months | -44.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 236.95 |
Premium | 1.06% |
Premium p.a. | 3.61% |
Leverage | 6.87 |
Implied volatility | 0.73 |
ISIN | CH1268383416 |
Symbol | TSLMMZ |
Security | 126838341 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 350.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 14.08.2023 |
Premium | 105.90% |
Premium p.a. | 361.26% |
Leverage | 122.38 |
Implied volatility | 72.67% |
Moneyness | out-of-the-money |
Leverage | 6.8730 |
Delta | 0.0562 |
Gamma | 0.0000 |
Theta | -0.0007 |
Rho | 0.0004 |
Vega | 0.0019 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 351.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.70 |
Swiss Re | 112.45 |
LOGITECH INT. | 90.24 |
Partners Group Ho... | 1'172.50 |
ZURICH INSURANCE | 473.60 |
Name | Price |
---|---|
Lonza Group | 478.00 |
SWISSCOM N | 497.20 |
SONOVA HLDG N | 287.40 |
Compagnie Financi... | 146.95 |
GEBERIT N | 547.40 |