Last price paid | 0.45 | |
Change | +2.27% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 10.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -3.19% |
Year to date (YTD) | +95.65% |
1 month | -26.23% |
3 months | +25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 259.22 |
Premium | 0.02% |
Premium p.a. | 0.26% |
Leverage | 5.09 |
Implied volatility | 0.56 |
ISIN | CH1268376998 |
Symbol | TSLTRZ |
Security | 126837699 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 200.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 30.06.2023 |
Premium | 2.31% |
Premium p.a. | 26.35% |
Leverage | 7.20 |
Implied volatility | 56.39% |
Moneyness | in-the-money |
Leverage | 5.0897 |
Delta | -0.7071 |
Gamma | 0.0003 |
Theta | -0.0025 |
Rho | -0.0024 |
Vega | 0.0033 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 175.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 250.90 |
ABB Ltd | 49.82 |
UBS | 28.43 |
Givaudan | 4'252.00 |
Swiss Life Hldg | 634.80 |
Name | Price |
---|---|
LOGITECH INT. | 87.34 |
SONOVA HLDG N | 291.20 |
Lonza Group | 512.80 |
Partners Group Ho... | 1'229.00 |
ROCHE GS | 229.90 |