Last price paid | 0.12 | |
Change | +9.09% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 01.02.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -65.28% |
Year to date (YTD) | n.a. |
1 month | +118.18% |
3 months | -58.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 190.86 |
Premium | 0.37% |
Premium p.a. | 1.04% |
Leverage | 6.36 |
Implied volatility | 0.52 |
ISIN | CH1305132693 |
Symbol | TSLBTZ |
Security | 130513269 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 240.00 |
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 | 36.61% |
Premium p.a. | 104.40% |
Leverage | 26.42 |
Implied volatility | 52.08% |
Moneyness | out-of-the-money |
Leverage | 6.3576 |
Delta | 0.2406 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0023 |
Vega | 0.0061 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 246.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 291.50 |
LOGITECH INT. | 86.32 |
Alcon AG | 82.44 |
Holcim | 79.02 |
GEBERIT N | 561.40 |
Name | Price |
---|---|
Compagnie Financi... | 140.60 |
Swiss Life Hldg | 616.40 |
ROCHE GS | 231.90 |
NOVARTIS N | 93.16 |
ABB Ltd | 48.11 |