Last price paid | 1.13 | |
Change | -3.42% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.10.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +30.90% |
Year to date (YTD) | +135.42% |
1 month | -21.53% |
3 months | +22.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.89 |
Underlying price on issue | 225.46 |
Premium | 0.02% |
Premium p.a. | 0.19% |
Leverage | 2.32 |
Implied volatility | 0.91 |
ISIN | CH1281035951 |
Symbol | TSLTFZ |
Security | 128103595 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 240.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 19.10.2023 |
Premium | 1.67% |
Premium p.a. | 19.00% |
Leverage | 2.81 |
Implied volatility | 91.24% |
Moneyness | in-the-money |
Leverage | 2.3150 |
Delta | -0.8233 |
Gamma | 0.0001 |
Theta | -0.0030 |
Rho | -0.0034 |
Vega | 0.0025 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 176.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.40 |
ABB Ltd | 49.75 |
UBS | 28.38 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.40 |
Name | Price |
---|---|
LOGITECH INT. | 87.18 |
SONOVA HLDG N | 291.40 |
Lonza Group | 512.60 |
Partners Group Ho... | 1'230.50 |
SWISSCOM N | 491.00 |