Last price paid | 1.20 | |
Change | -0.83% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 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 | +10.85% |
Year to date (YTD) | +76.47% |
1 month | -11.11% |
3 months | -17.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.06 |
Underlying price on issue | 236.95 |
Premium | 0.02% |
Premium p.a. | 0.06% |
Leverage | 2.22 |
Implied volatility | 0.60 |
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 | 1.51% |
Premium p.a. | 5.94% |
Leverage | 2.86 |
Implied volatility | 59.54% |
Moneyness | in-the-money |
Leverage | 2.2240 |
Delta | -0.7774 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | -0.0097 |
Vega | 0.0051 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 184.51 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.00 |
KUEHNE & NAGEL | 259.10 |
SONOVA HLDG N | 272.50 |
Lonza Group | 483.70 |
Givaudan | 4'346.00 |
Name | Price |
---|---|
ROCHE GS | 249.00 |
Compagnie Financi... | 141.95 |
Swiss Re | 111.05 |
SWISSCOM N | 499.60 |
ZURICH INSURANCE | 479.90 |