Last price paid | 0.77 | |
Change | -1.28% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 14.05.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -18.82% |
Year to date (YTD) | n.a. |
1 month | -10.47% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.93 |
Underlying price on issue | 183.18 |
Premium | 0.16% |
Premium p.a. | 0.16% |
Leverage | 1.79 |
Implied volatility | 0.55 |
ISIN | CH1338498806 |
Symbol | TSL7IZ |
Security | 133849880 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 06.05.2024 |
Premium | 15.70% |
Premium p.a. | 15.66% |
Leverage | 4.45 |
Implied volatility | 54.64% |
Moneyness | in-the-money |
Leverage | 1.7922 |
Delta | -0.4025 |
Gamma | 0.0001 |
Theta | -0.0007 |
Rho | -0.0211 |
Vega | 0.0130 |
Fair value | 0.53 |
Intrinsic value | n.a. |
Break-even | 157.93 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.20 |
KUEHNE & NAGEL | 259.80 |
SONOVA HLDG N | 273.60 |
Lonza Group | 485.70 |
Holcim | 78.26 |
Name | Price |
---|---|
ROCHE GS | 249.80 |
Swiss Re | 111.20 |
Compagnie Financi... | 142.80 |
ZURICH INSURANCE | 480.30 |
SWISSCOM N | 500.50 |