Last price paid | 0.40 | |
Change | +5.26% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 11.04.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -10.00% |
Year to date (YTD) | n.a. |
1 month | +37.93% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.45 |
Underlying price on issue | 169.59 |
Premium | 0.53% |
Premium p.a. | 0.47% |
Leverage | 3.29 |
Implied volatility | 0.53 |
ISIN | CH1305150307 |
Symbol | TSL8XZ |
Security | 130515030 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 04.04.2024 |
Premium | 53.09% |
Premium p.a. | 46.65% |
Leverage | 7.98 |
Implied volatility | 53.48% |
Moneyness | out-of-the-money |
Leverage | 3.2900 |
Delta | 0.4125 |
Gamma | 0.0001 |
Theta | -0.0010 |
Rho | 0.0103 |
Vega | 0.0133 |
Fair value | 0.41 |
Intrinsic value | n.a. |
Break-even | 272.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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