Last price paid | 0.15 | |
Change | -16.67% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.09.2024 12:05 |
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 | -86.32% |
Year to date (YTD) | -77.94% |
1 month | -73.68% |
3 months | -87.80% |
1 year | -80.00% |
3 years | n.a. |
Issue price | 1.06 |
Underlying price on issue | 236.95 |
Premium | 0.01% |
Premium p.a. | 0.53% |
Leverage | 19.03 |
Implied volatility | 0.37 |
ISIN | CH1268383366 |
Symbol | TSLTUZ |
Security | 126838336 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 250.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 14.08.2023 |
Premium | 1.01% |
Premium p.a. | 52.71% |
Leverage | 28.54 |
Implied volatility | 37.34% |
Moneyness | in-the-money |
Leverage | 19.0258 |
Delta | -0.6665 |
Gamma | 0.0007 |
Theta | -0.0053 |
Rho | -0.0006 |
Vega | 0.0021 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 241.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |