Last price paid | 0.02 | |
Change | -50.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.03.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 16.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -83.33% |
Year to date (YTD) | -71.43% |
1 month | -55.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 272.60 |
Premium | 0.33% |
Premium p.a. | 8.64% |
Leverage | 12.99 |
Implied volatility | 0.94 |
ISIN | CH1268381808 |
Symbol | KNIIMZ |
Security | 126838180 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Kuehne+Nagel Int N, CH0025238863 |
Underlying ISIN | CH0025238863 |
Strike | 340.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 09.08.2023 |
Premium | 33.14% |
Premium p.a. | 863.97% |
Leverage | 171.00 |
Implied volatility | 94.14% |
Moneyness | out-of-the-money |
Leverage | 12.9903 |
Delta | 0.0760 |
Gamma | 0.0000 |
Theta | -0.0024 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 341.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |