Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Perf. since issue | -70.83% |
Year to date (YTD) | n.a. |
1 month | -8.33% |
3 months | -8.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 190.86 |
Premium | 0.32% |
Premium p.a. | 1.25% |
Leverage | 7.19 |
Implied volatility | 0.54 |
ISIN | CH1305132693 |
Symbol | TSLBTZ |
Security | 130513269 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 240.00 |
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 | 32.27% |
Premium p.a. | 125.29% |
Leverage | 31.68 |
Implied volatility | 53.74% |
Moneyness | out-of-the-money |
Leverage | 7.1901 |
Delta | 0.2270 |
Gamma | 0.0001 |
Theta | -0.0016 |
Rho | 0.0017 |
Vega | 0.0051 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 245.87 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |