Last price paid | 0.045 | |
Change | -10.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.08.2024 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 | -93.00% |
Year to date (YTD) | n.a. |
1 month | -91.18% |
3 months | -65.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 214.24 |
Premium | 0.31% |
Premium p.a. | 2.29% |
Leverage | 11.08 |
Implied volatility | 0.54 |
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 | 31.39% |
Premium p.a. | 229.18% |
Leverage | 94.01 |
Implied volatility | 54.11% |
Moneyness | out-of-the-money |
Leverage | 11.0771 |
Delta | 0.1178 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0005 |
Vega | 0.0024 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 252.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 519.50 |
ROCHE GS | 272.60 |
Swiss Re | 101.75 |
Holcim | 75.44 |
Swiss Life Hldg | 637.00 |
Name | Price |
---|---|
LOGITECH INT. | 71.84 |
ZURICH INSURANCE | 451.50 |
Alcon AG | 77.74 |
Lonza Group | 547.20 |
KUEHNE & NAGEL | 250.00 |