Last price paid | 0.33 | |
Change | +6.45% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 18.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +109.38% |
Year to date (YTD) | +50.00% |
1 month | +10.00% |
3 months | +26.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 202.50 |
Premium | 0.02% |
Premium p.a. | 0.17% |
Leverage | 5.97 |
Implied volatility | 0.46 |
ISIN | CH1268387458 |
Symbol | KARLIZ |
Security | 126838745 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Kardex N, CH0100837282 |
Underlying ISIN | CH0100837282 |
Strike | 220.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 11.09.2023 |
Premium | 2.01% |
Premium p.a. | 16.69% |
Leverage | 7.42 |
Implied volatility | 45.71% |
Moneyness | in-the-money |
Leverage | 5.9664 |
Delta | 0.8043 |
Gamma | 0.0001 |
Theta | -0.0013 |
Rho | 0.0020 |
Vega | 0.0024 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 253.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |