Last price paid | 0.10 | |
Change | -16.67% [ -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 | -89.18% |
Year to date (YTD) | -93.10% |
1 month | +81.82% |
3 months | -78.26% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.97 |
Underlying price on issue | 185.92 |
Premium | 0.09% |
Premium p.a. | 0.96% |
Leverage | 11.60 |
Implied volatility | 0.43 |
ISIN | CH1250737546 |
Symbol | TSL75Z |
Security | 125073754 |
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 | 9.19% |
Premium p.a. | 95.88% |
Leverage | 31.20 |
Implied volatility | 43.44% |
Moneyness | out-of-the-money |
Leverage | 11.5990 |
Delta | 0.3718 |
Gamma | 0.0003 |
Theta | -0.0026 |
Rho | 0.0011 |
Vega | 0.0038 |
Fair value | 0.11 |
Intrinsic value | n.a. |
Break-even | 195.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 28.25 |
Swiss Re | 112.40 |
SWISSCOM N | 492.80 |
Swiss Life Hldg | 631.80 |
ZURICH INSURANCE | 470.70 |
Name | Price |
---|---|
LOGITECH INT. | 87.44 |
Partners Group Ho... | 1'224.00 |
Lonza Group | 512.20 |
KUEHNE & NAGEL | 244.50 |
Givaudan | 4'205.00 |