Last price paid | 0.085 | |
Change | -5.56% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.01.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -84.00% |
Year to date (YTD) | n.a. |
1 month | -15.00% |
3 months | -71.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 214.24 |
Premium | 0.44% |
Premium p.a. | 1.32% |
Leverage | 7.03 |
Implied volatility | 0.52 |
ISIN | CH1305131083 |
Symbol | TSL62Z |
Security | 130513108 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 22.01.2024 |
Premium | 43.92% |
Premium p.a. | 132.50% |
Leverage | 40.30 |
Implied volatility | 52.45% |
Moneyness | out-of-the-money |
Leverage | 7.0264 |
Delta | 0.1744 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | 0.0016 |
Vega | 0.0048 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 254.39 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.40 |
Givaudan | 4'231.00 |
SONOVA HLDG N | 288.10 |
Nestlé SA | 91.54 |
ROCHE GS | 228.40 |
Name | Price |
---|---|
Lonza Group | 484.30 |
UBS | 27.99 |
Compagnie Financi... | 142.35 |
Partners Group Ho... | 1'196.00 |
Alcon AG | 80.20 |