Last price paid | 0.035 | |
Change | +16.67% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 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 | -95.89% |
Year to date (YTD) | -96.15% |
1 month | -53.33% |
3 months | -81.58% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.73 |
Underlying price on issue | 185.92 |
Premium | 0.24% |
Premium p.a. | 2.13% |
Leverage | 13.18 |
Implied volatility | 0.49 |
ISIN | CH1250737538 |
Symbol | TSL6VZ |
Security | 125073753 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.05.2023 |
Premium | 24.46% |
Premium p.a. | 212.58% |
Leverage | 107.80 |
Implied volatility | 48.54% |
Moneyness | out-of-the-money |
Leverage | 13.1845 |
Delta | 0.1223 |
Gamma | 0.0002 |
Theta | -0.0013 |
Rho | 0.0004 |
Vega | 0.0022 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 221.65 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
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Compagnie Financi... | 144.75 |
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