Last price paid | 0.02 | |
Change | -20.00% [ -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 | -95.31% |
Year to date (YTD) | -60.00% |
1 month | -66.67% |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.32 |
Underlying price on issue | 185.92 |
Premium | 0.28% |
Premium p.a. | 3.29% |
Leverage | 10.60 |
Implied volatility | 0.72 |
ISIN | CH1250737629 |
Symbol | TSLZCZ |
Security | 125073762 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 130.00 |
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 | 27.93% |
Premium p.a. | 328.86% |
Leverage | 217.91 |
Implied volatility | 71.91% |
Moneyness | out-of-the-money |
Leverage | 10.5986 |
Delta | -0.0486 |
Gamma | 0.0001 |
Theta | -0.0011 |
Rho | -0.0001 |
Vega | 0.0010 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 129.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.60 |
Givaudan | 4'253.00 |
ROCHE GS | 229.80 |
Nestlé SA | 92.28 |
UBS | 28.39 |
Name | Price |
---|---|
Lonza Group | 505.80 |
Sika AG | 281.80 |
ZURICH INSURANCE | 467.70 |
NOVARTIS N | 91.37 |
Alcon AG | 81.82 |