Last price paid | 0.055 | |
Change | +10.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 27.12.2023 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -87.78% |
Year to date (YTD) | -83.33% |
1 month | -8.33% |
3 months | -35.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 254.47 |
Premium | 1.30% |
Premium p.a. | 1.97% |
Leverage | 5.22 |
Implied volatility | 0.61 |
ISIN | CH1281052477 |
Symbol | TSLVZZ |
Security | 128105247 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 400.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 18.12.2023 |
Premium | 129.98% |
Premium p.a. | 196.86% |
Leverage | 57.55 |
Implied volatility | 61.22% |
Moneyness | out-of-the-money |
Leverage | 5.2246 |
Delta | 0.0908 |
Gamma | 0.0000 |
Theta | -0.0006 |
Rho | 0.0015 |
Vega | 0.0042 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 403.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |