Last price paid | 0.11 | |
Change | -8.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 02.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.11% |
Year to date (YTD) | -8.33% |
1 month | -66.67% |
3 months | -42.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 185.92 |
Premium | 0.08% |
Premium p.a. | 0.92% |
Leverage | 11.38 |
Implied volatility | 0.44 |
ISIN | CH1250737579 |
Symbol | TSLPFZ |
Security | 125073757 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 170.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.05.2023 |
Premium | 7.83% |
Premium p.a. | 92.23% |
Leverage | 37.34 |
Implied volatility | 44.10% |
Moneyness | out-of-the-money |
Leverage | 11.3829 |
Delta | -0.3049 |
Gamma | 0.0003 |
Theta | -0.0022 |
Rho | -0.0009 |
Vega | 0.0033 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 165.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'291.00 |
Partners Group Ho... | 1'238.50 |
Compagnie Financi... | 144.65 |
ROCHE GS | 231.10 |
SONOVA HLDG N | 292.00 |
Name | Price |
---|---|
Lonza Group | 508.60 |
ZURICH INSURANCE | 470.00 |
NOVARTIS N | 91.76 |
SWISSCOM N | 489.80 |
LOGITECH INT. | 87.12 |