Last price paid | 0.25 | |
Change | +8.70% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 01.02.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -47.96% |
Year to date (YTD) | n.a. |
1 month | +127.27% |
3 months | -37.50% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.49 |
Underlying price on issue | 190.89 |
Premium | 0.47% |
Premium p.a. | 0.68% |
Leverage | 4.28 |
Implied volatility | 0.53 |
ISIN | CH1305132727 |
Symbol | TSL08Z |
Security | 130513272 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 25.01.2024 |
Premium | 46.55% |
Premium p.a. | 68.23% |
Leverage | 12.91 |
Implied volatility | 53.47% |
Moneyness | out-of-the-money |
Leverage | 4.2819 |
Delta | 0.3316 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0057 |
Vega | 0.0099 |
Fair value | 0.26 |
Intrinsic value | n.a. |
Break-even | 263.95 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 48.84 |
UBS | 27.97 |
Swiss Re | 112.10 |
LOGITECH INT. | 87.34 |
Givaudan | 4'220.00 |
Name | Price |
---|---|
Nestlé SA | 94.12 |
Partners Group Ho... | 1'250.00 |
KUEHNE & NAGEL | 243.80 |
SWISSCOM N | 496.40 |
Holcim | 79.00 |