Last price paid | 0.63 | |
Change | +8.62% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 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 | +27.55% |
Year to date (YTD) | n.a. |
1 month | +65.79% |
3 months | +173.91% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 190.89 |
Premium | 0.13% |
Premium p.a. | 0.38% |
Leverage | 4.18 |
Implied volatility | 0.56 |
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 | 12.79% |
Premium p.a. | 37.66% |
Leverage | 6.91 |
Implied volatility | 56.10% |
Moneyness | in-the-money |
Leverage | 4.1768 |
Delta | 0.6045 |
Gamma | 0.0001 |
Theta | -0.0025 |
Rho | 0.0067 |
Vega | 0.0097 |
Fair value | 0.55 |
Intrinsic value | n.a. |
Break-even | 286.80 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.53 |
Givaudan | 4'631.00 |
Compagnie Financi... | 120.65 |
Sika AG | 275.40 |
Holcim | 84.24 |
Name | Price |
---|---|
LOGITECH INT. | 72.40 |
UBS | 25.80 |
Partners Group Ho... | 1'232.50 |
Lonza Group | 534.40 |
Swiss Life Hldg | 713.60 |