Last price paid | 0.40 | |
Change | -9.09% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +63.04% |
Year to date (YTD) | +53.85% |
1 month | +90.48% |
3 months | +21.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 201.50 |
Premium | 0.01% |
Premium p.a. | 0.18% |
Leverage | 10.36 |
Implied volatility | 0.32 |
ISIN | CH1268385189 |
Symbol | KARJQZ |
Security | 126838518 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Kardex N, CH0100837282 |
Underlying ISIN | CH0100837282 |
Strike | 240.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 23.08.2023 |
Premium | 1.47% |
Premium p.a. | 17.89% |
Leverage | 13.60 |
Implied volatility | 32.36% |
Moneyness | in-the-money |
Leverage | 10.3563 |
Delta | 0.7615 |
Gamma | 0.0003 |
Theta | -0.0026 |
Rho | 0.0029 |
Vega | 0.0045 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 258.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.10 |
Givaudan | 4'233.00 |
ABB Ltd | 49.72 |
ZURICH INSURANCE | 469.50 |
Sika AG | 276.10 |
Name | Price |
---|---|
Lonza Group | 485.00 |
UBS | 27.98 |
Partners Group Ho... | 1'193.50 |
Alcon AG | 80.22 |
Compagnie Financi... | 142.75 |