Last price paid | 1.35 | |
Change | -2.88% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +26.89% |
Year to date (YTD) | +98.53% |
1 month | -17.68% |
3 months | +19.47% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.06 |
Underlying price on issue | 236.95 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 1.90 |
Implied volatility | 0.57 |
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 | 0.84% |
Premium p.a. | 2.43% |
Leverage | 2.42 |
Implied volatility | 56.72% |
Moneyness | in-the-money |
Leverage | 1.9047 |
Delta | -0.7873 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0135 |
Vega | 0.0055 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 176.45 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |