Last price paid | 0.09 | |
Change | -18.18% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -90.21% |
Year to date (YTD) | -93.79% |
1 month | +100.00% |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.97 |
Underlying price on issue | 185.92 |
Premium | 0.09% |
Premium p.a. | 0.93% |
Leverage | 12.44 |
Implied volatility | 0.41 |
ISIN | CH1250737652 |
Symbol | TSL8RZ |
Security | 125073765 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 190.00 |
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 | 8.89% |
Premium p.a. | 92.70% |
Leverage | 34.49 |
Implied volatility | 40.82% |
Moneyness | out-of-the-money |
Leverage | 12.4395 |
Delta | 0.3607 |
Gamma | 0.0004 |
Theta | -0.0024 |
Rho | 0.0010 |
Vega | 0.0038 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 195.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |