Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
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 | -92.39% |
Year to date (YTD) | -42.86% |
1 month | -80.95% |
3 months | -57.89% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 185.92 |
Premium | 0.17% |
Premium p.a. | 1.49% |
Leverage | 11.26 |
Implied volatility | 0.49 |
ISIN | CH1250737587 |
Symbol | TSL7JZ |
Security | 125073758 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 150.00 |
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 | 17.19% |
Premium p.a. | 149.43% |
Leverage | 92.76 |
Implied volatility | 49.39% |
Moneyness | out-of-the-money |
Leverage | 11.2554 |
Delta | -0.1213 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | -0.0005 |
Vega | 0.0022 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 148.07 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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