Last price paid | 0.59 | |
Change | -4.84% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.09.2024 17:20 |
Fixing | 19.09.2025 |
Settlement date | 15.08.2024 |
Last trading | 19.09.2025 |
Final fixing | 19.09.2025 |
Currency redemption | CHF |
Perf. since issue | -39.06% |
Year to date (YTD) | n.a. |
1 month | -21.33% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.96 |
Underlying price on issue | 190.35 |
Premium | 0.28% |
Premium p.a. | 0.27% |
Leverage | 1.84 |
Implied volatility | 0.60 |
ISIN | CH1338524015 |
Symbol | TSL0QZ |
Security | 133852401 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.09.2025 |
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 | 08.08.2024 |
Premium | 27.65% |
Premium p.a. | 26.50% |
Leverage | 6.68 |
Implied volatility | 60.49% |
Moneyness | out-of-the-money |
Leverage | 1.8389 |
Delta | -0.2753 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | -0.0172 |
Vega | 0.0133 |
Fair value | 0.59 |
Intrinsic value | n.a. |
Break-even | 165.72 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |