Last price paid | 0.12 | |
Change | -14.29% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -81.75% |
Year to date (YTD) | 0.00% |
1 month | -70.73% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 185.92 |
Premium | 0.08% |
Premium p.a. | 0.72% |
Leverage | 9.32 |
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 | 8.27% |
Premium p.a. | 71.91% |
Leverage | 28.17 |
Implied volatility | 44.24% |
Moneyness | out-of-the-money |
Leverage | 9.3178 |
Delta | -0.3308 |
Gamma | 0.0003 |
Theta | -0.0019 |
Rho | -0.0014 |
Vega | 0.0040 |
Fair value | 0.12 |
Intrinsic value | n.a. |
Break-even | 163.67 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
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