Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -65.28% |
Year to date (YTD) | n.a. |
1 month | +118.18% |
3 months | -58.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 190.86 |
Premium | 0.38% |
Premium p.a. | 1.11% |
Leverage | 6.22 |
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 | 38.23% |
Premium p.a. | 110.75% |
Leverage | 26.13 |
Implied volatility | 54.05% |
Moneyness | out-of-the-money |
Leverage | 6.2172 |
Delta | 0.2380 |
Gamma | 0.0001 |
Theta | -0.0014 |
Rho | 0.0023 |
Vega | 0.0059 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 246.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |