Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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) | -50.00% |
1 month | -90.00% |
3 months | -65.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 185.92 |
Premium | 0.15% |
Premium p.a. | 1.74% |
Leverage | 12.44 |
Implied volatility | 0.51 |
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 | 14.74% |
Premium p.a. | 173.55% |
Leverage | 90.45 |
Implied volatility | 50.92% |
Moneyness | out-of-the-money |
Leverage | 12.4429 |
Delta | -0.1376 |
Gamma | 0.0002 |
Theta | -0.0016 |
Rho | -0.0004 |
Vega | 0.0020 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 148.08 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 490.80 |
Compagnie Financi... | 143.65 |
KUEHNE & NAGEL | 249.60 |
ROCHE GS | 228.60 |
LOGITECH INT. | 86.84 |
Name | Price |
---|---|
Lonza Group | 496.20 |
Sika AG | 276.70 |
Partners Group Ho... | 1'204.50 |
GEBERIT N | 560.60 |
Alcon AG | 81.14 |