Last price paid | 0.19 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.07.2024 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 | -75.33% |
Year to date (YTD) | -56.82% |
1 month | -78.41% |
3 months | -80.81% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.75 |
Underlying price on issue | 236.95 |
Premium | 0.20% |
Premium p.a. | 0.95% |
Leverage | 5.34 |
Implied volatility | 0.62 |
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 | 20.28% |
Premium p.a. | 94.90% |
Leverage | 25.42 |
Implied volatility | 61.91% |
Moneyness | out-of-the-money |
Leverage | 5.3408 |
Delta | -0.2101 |
Gamma | 0.0001 |
Theta | -0.0023 |
Rho | -0.0025 |
Vega | 0.0063 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 209.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |