Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 01.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -70.83% |
Year to date (YTD) | n.a. |
1 month | -8.33% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 190.86 |
Premium | 0.40% |
Premium p.a. | 1.24% |
Leverage | 6.46 |
Implied volatility | 0.55 |
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 | 40.42% |
Premium p.a. | 123.97% |
Leverage | 30.12 |
Implied volatility | 54.98% |
Moneyness | out-of-the-money |
Leverage | 6.4565 |
Delta | 0.2144 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0019 |
Vega | 0.0053 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 245.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |