Last price paid | 0.23 | |
Change | +4.55% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -56.12% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | +21.05% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 190.89 |
Premium | 0.43% |
Premium p.a. | 0.73% |
Leverage | 4.72 |
Implied volatility | 0.52 |
ISIN | CH1305132727 |
Symbol | TSL08Z |
Security | 130513272 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
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 | 25.01.2024 |
Premium | 43.18% |
Premium p.a. | 72.63% |
Leverage | 15.20 |
Implied volatility | 52.07% |
Moneyness | out-of-the-money |
Leverage | 4.7224 |
Delta | 0.3106 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0048 |
Vega | 0.0089 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 262.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.49 |
UBS | 27.42 |
GEBERIT N | 544.20 |
Partners Group Ho... | 1'166.00 |
ABB Ltd | 50.22 |
Name | Price |
---|---|
SONOVA HLDG N | 269.30 |
Swiss Life Hldg | 651.80 |
Swiss Re | 112.20 |
Lonza Group | 477.90 |
Sika AG | 255.80 |