Last price paid | 0.24 | |
Change | -4.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -31.94% |
Year to date (YTD) | n.a. |
1 month | -4.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 172.62 |
Premium | 0.22% |
Premium p.a. | 0.67% |
Leverage | 5.33 |
Implied volatility | 0.54 |
ISIN | CH1305146925 |
Symbol | TSLYWZ |
Security | 130514692 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 200.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 20.03.2024 |
Premium | 21.99% |
Premium p.a. | 67.44% |
Leverage | 12.92 |
Implied volatility | 53.84% |
Moneyness | out-of-the-money |
Leverage | 5.3251 |
Delta | 0.4123 |
Gamma | 0.0002 |
Theta | -0.0018 |
Rho | 0.0035 |
Vega | 0.0070 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 213.55 |
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 |