Last price paid | 0.23 | |
Change | -8.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 26.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +125.00% |
Year to date (YTD) | +9.52% |
1 month | -8.00% |
3 months | -17.86% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 194.80 |
Premium | 0.07% |
Premium p.a. | 0.25% |
Leverage | 6.36 |
Implied volatility | 0.37 |
ISIN | CH1268390593 |
Symbol | KAR3XZ |
Security | 126839059 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Kardex N, CH0100837282 |
Underlying ISIN | CH0100837282 |
Strike | 240.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 19.09.2023 |
Premium | 7.36% |
Premium p.a. | 24.65% |
Leverage | 10.87 |
Implied volatility | 37.25% |
Moneyness | in-the-money |
Leverage | 6.3565 |
Delta | 0.5850 |
Gamma | 0.0001 |
Theta | -0.0009 |
Rho | 0.0036 |
Vega | 0.0052 |
Fair value | 0.18 |
Intrinsic value | n.a. |
Break-even | 262.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |