Last price paid | 0.14 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 140'000.00 Unit | |
Date/time | 23.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 04.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -56.45% |
Year to date (YTD) | n.a. |
1 month | -77.42% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.31 |
Underlying price on issue | 178.34 |
Premium | 0.06% |
Premium p.a. | 0.62% |
Leverage | 9.75 |
Implied volatility | 0.43 |
ISIN | CH1305149036 |
Symbol | TSL5TZ |
Security | 130514903 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Tesla Rg, US88160R1014 |
Underlying ISIN | US88160R1014 |
Strike | 175.00 |
C/P type | put |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 50 |
Value day | 26.03.2024 |
Premium | 5.97% |
Premium p.a. | 62.27% |
Leverage | 24.14 |
Implied volatility | 42.81% |
Moneyness | out-of-the-money |
Leverage | 9.7492 |
Delta | -0.4038 |
Gamma | 0.0004 |
Theta | -0.0022 |
Rho | -0.0014 |
Vega | 0.0039 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 167.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |