Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.00% |
Year to date (YTD) | -73.08% |
1 month | n.a. |
3 months | -53.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 194.80 |
Premium | 0.27% |
Premium p.a. | 3.24% |
Leverage | 7.87 |
Implied volatility | 0.86 |
ISIN | CH1268390619 |
Symbol | KARTMZ |
Security | 126839061 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Kardex N, CH0100837282 |
Underlying ISIN | CH0100837282 |
Strike | 190.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 26.67% |
Premium p.a. | 324.44% |
Leverage | 85.00 |
Implied volatility | 85.68% |
Moneyness | out-of-the-money |
Leverage | 7.8694 |
Delta | -0.0926 |
Gamma | 0.0000 |
Theta | -0.0017 |
Rho | -0.0002 |
Vega | 0.0012 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 187.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.20 |
Givaudan | 4'238.00 |
ABB Ltd | 49.72 |
ROCHE GS | 229.30 |
ZURICH INSURANCE | 469.60 |
Name | Price |
---|---|
Lonza Group | 484.90 |
UBS | 28.03 |
Partners Group Ho... | 1'196.50 |
Compagnie Financi... | 142.80 |
GEBERIT N | 556.80 |