Last price paid | 0.01 | |
Change | -50.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 140'000.00 Unit | |
Date/time | 20.06.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 04.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.77% |
Year to date (YTD) | n.a. |
1 month | -93.75% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 178.34 |
Premium | 0.04% |
Premium p.a. | 2.05% |
Leverage | 50.76 |
Implied volatility | 0.27 |
ISIN | CH1305149036 |
Symbol | TSL5TZ |
Security | 130514903 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 175.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 26.03.2024 |
Premium | 3.93% |
Premium p.a. | 204.77% |
Leverage | 324.04 |
Implied volatility | 27.34% |
Moneyness | out-of-the-money |
Leverage | 50.7630 |
Delta | -0.1567 |
Gamma | 0.0008 |
Theta | -0.0020 |
Rho | -0.0001 |
Vega | 0.0011 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 174.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.10 |
KUEHNE & NAGEL | 259.30 |
Lonza Group | 485.50 |
SONOVA HLDG N | 272.30 |
NOVARTIS N | 95.95 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.70 |
SWISSCOM N | 499.40 |
Partners Group Ho... | 1'139.00 |
Swiss Re | 111.20 |