Last price paid | 0.30 | |
Change | -9.09% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -36.67% |
Year to date (YTD) | n.a. |
1 month | -49.15% |
3 months | -9.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 185.85 |
Premium | 0.03% |
Premium p.a. | 0.32% |
Leverage | 7.22 |
Implied volatility | 0.46 |
ISIN | CH1305135365 |
Symbol | TSLSHZ |
Security | 130513536 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 190.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 31.01.2024 |
Premium | 2.72% |
Premium p.a. | 32.00% |
Leverage | 11.47 |
Implied volatility | 46.27% |
Moneyness | in-the-money |
Leverage | 7.2217 |
Delta | -0.6298 |
Gamma | 0.0003 |
Theta | -0.0024 |
Rho | -0.0020 |
Vega | 0.0036 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 174.37 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.60 |
Givaudan | 4'253.00 |
ROCHE GS | 229.80 |
Nestlé SA | 92.28 |
UBS | 28.39 |
Name | Price |
---|---|
Lonza Group | 505.80 |
ZURICH INSURANCE | 467.70 |
Sika AG | 282.00 |
NOVARTIS N | 91.37 |
Partners Group Ho... | 1'222.50 |