Last price paid | 1.43 | |
Change | -1.38% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | +53.23% |
Year to date (YTD) | +76.54% |
1 month | -19.21% |
3 months | +23.28% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.93 |
Underlying price on issue | 254.47 |
Premium | 0.04% |
Premium p.a. | 0.05% |
Leverage | 1.47 |
Implied volatility | 0.58 |
ISIN | CH1281052527 |
Symbol | TSL06Z |
Security | 128105252 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
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 | 18.12.2023 |
Premium | 3.54% |
Premium p.a. | 5.07% |
Leverage | 2.27 |
Implied volatility | 57.59% |
Moneyness | in-the-money |
Leverage | 1.4738 |
Delta | -0.6504 |
Gamma | 0.0001 |
Theta | -0.0006 |
Rho | -0.0246 |
Vega | 0.0100 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 171.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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