Last price paid | 0.63 | |
Change | -1.56% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 50'000.00 Unit | |
Date/time | 11.07.2024 17:15 |
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 | +31.00% |
Year to date (YTD) | n.a. |
1 month | +869.23% |
3 months | +425.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 214.24 |
Premium | 0.14% |
Premium p.a. | 0.65% |
Leverage | 4.05 |
Implied volatility | 0.75 |
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 | 13.87% |
Premium p.a. | 64.90% |
Leverage | 6.87 |
Implied volatility | 74.97% |
Moneyness | in-the-money |
Leverage | 4.0493 |
Delta | 0.5893 |
Gamma | 0.0001 |
Theta | -0.0042 |
Rho | 0.0043 |
Vega | 0.0081 |
Fair value | 0.62 |
Intrinsic value | n.a. |
Break-even | 286.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 552.60 |
Lonza Group | 520.60 |
Alcon AG | 80.80 |
Holcim | 82.42 |
Compagnie Financi... | 141.35 |
Name | Price |
---|---|
Swiss Life Hldg | 677.60 |
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 81.82 |
SWISSCOM N | 525.50 |
Swiss Re | 110.60 |