Last price paid | 0.49 | |
Change | +2.08% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 08.08.2024 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 | -34.00% |
Year to date (YTD) | +11.36% |
1 month | +145.00% |
3 months | -47.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 236.95 |
Premium | 0.03% |
Premium p.a. | 0.24% |
Leverage | 4.54 |
Implied volatility | 0.53 |
ISIN | CH1268383408 |
Symbol | TSLWRZ |
Security | 126838340 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 220.00 |
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 | 3.28% |
Premium p.a. | 23.94% |
Leverage | 6.92 |
Implied volatility | 53.26% |
Moneyness | in-the-money |
Leverage | 4.5408 |
Delta | -0.6560 |
Gamma | 0.0002 |
Theta | -0.0021 |
Rho | -0.0038 |
Vega | 0.0047 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 191.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 103.15 |
ABB Ltd | 45.23 |
ROCHE GS | 275.60 |
Compagnie Financi... | 125.95 |
SONOVA HLDG N | 282.20 |
Name | Price |
---|---|
ZURICH INSURANCE | 459.30 |
KUEHNE & NAGEL | 252.80 |
NOVARTIS N | 96.11 |
Lonza Group | 558.20 |
LOGITECH INT. | 73.62 |